Implied volatility in strict local martingale models (Q4635246)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Implied volatility in strict local martingale models |
scientific article; zbMATH DE number 6860071
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Implied volatility in strict local martingale models |
scientific article; zbMATH DE number 6860071 |
Statements
Implied Volatility in Strict Local Martingale Models (English)
0 references
16 April 2018
0 references
implied volatility
0 references
asymptotic methods
0 references
strict local martingale
0 references
asset price bubbles
0 references
0 references
0 references
0.8420168161392212
0 references
0.8204897046089172
0 references
0.8053123950958252
0 references
0.7879355549812317
0 references
0.7873156666755676
0 references
