IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (Q3523562)
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scientific article; zbMATH DE number 5320115
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY |
scientific article; zbMATH DE number 5320115 |
Statements
IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (English)
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3 September 2008
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stochastic volatility
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local volatility
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implied volatility, volatility risk premium
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skew
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smile
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0.8190957903862
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0.8122587203979492
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0.8069364428520203
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0.8066646456718445
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0.8052263855934143
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