SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637)
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scientific article; zbMATH DE number 6858059
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW |
scientific article; zbMATH DE number 6858059 |
Statements
SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (English)
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11 April 2018
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skewness
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Lévy processes
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implied volatility smirk
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0.9135357
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0.9043366
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0.8961186
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0.88934106
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0.8790401
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0.87817186
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0.8776217
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