A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility (Q4560333)
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scientific article; zbMATH DE number 6991889
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility |
scientific article; zbMATH DE number 6991889 |
Statements
A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility (English)
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11 December 2018
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implied volatility
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local volatility
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most-likely path
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0.88510716
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0.8798094
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0.8736327
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0.86989444
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0.8659924
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0.8636401
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0.86007774
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0.8591313
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0.8587244
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0.8582875
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