Adaptive mixture for a controlled smile: the LT model (Q4610258)
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scientific article; zbMATH DE number 7002151
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| default for all languages | No label defined |
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| English | Adaptive mixture for a controlled smile: the LT model |
scientific article; zbMATH DE number 7002151 |
Statements
15 January 2019
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European options
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LT model
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forward volatility surface
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Adaptive mixture for a controlled smile: the LT model (English)
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0.7691425085067749
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0.7373554706573486
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0.7373471260070801
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0.7325875163078308
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