INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045)
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scientific article; zbMATH DE number 6859728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INDIFFERENCE PRICES AND IMPLIED VOLATILITIES |
scientific article; zbMATH DE number 6859728 |
Statements
INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (English)
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13 April 2018
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indifference pricing
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implied volatility
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PDE asymptotics
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local-stochastic volatility
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Heston
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