REGULAR VARIATION AND SMILE ASYMPTOTICS (Q3608732)

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REGULAR VARIATION AND SMILE ASYMPTOTICS
scientific article

    Statements

    title
    REGULAR VARIATION AND SMILE ASYMPTOTICS (English)
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    author
    Shalom Benaim
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    Peter K. Friz
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    publication date
    6 March 2009
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    zbMATH Keywords
    regular variation
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    implied volatility
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B70
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    60E05
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    zbMATH DE Number
    5523708
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    OpenAlex ID
    W2146840878
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    arXiv ID
    math/0603146
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