Implied volatility in strict local martingale models (Q4635246)
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scientific article; zbMATH DE number 6860071
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implied volatility in strict local martingale models |
scientific article; zbMATH DE number 6860071 |
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Implied Volatility in Strict Local Martingale Models (English)
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16 April 2018
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implied volatility
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asymptotic methods
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strict local martingale
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asset price bubbles
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0.8420168161392212
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0.8204897046089172
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0.8053123950958252
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0.7879355549812317
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0.7873156666755676
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