Option bounds and the pricing of the volatility smile (Q375316)
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scientific article; zbMATH DE number 6220883
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option bounds and the pricing of the volatility smile |
scientific article; zbMATH DE number 6220883 |
Statements
Option bounds and the pricing of the volatility smile (English)
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29 October 2013
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index option pricing
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volatility smile
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incomplete markets
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0.8240574598312378
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0.8115454316139221
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0.7822297811508179
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