Stochastic volatility, smile & asymptotics (Q4541571)
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scientific article; zbMATH DE number 1771967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility, smile & asymptotics |
scientific article; zbMATH DE number 1771967 |
Statements
Stochastic volatility, smile & asymptotics (English)
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4 September 2002
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options on stocks
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smile effect
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stock price
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Black-Scholes type price
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volatility risk
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