Deterministic implied volatility models (Q4646768)
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scientific article; zbMATH DE number 7001501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic implied volatility models |
scientific article; zbMATH DE number 7001501 |
Statements
Deterministic implied volatility models (English)
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14 January 2019
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deterministic volatility models
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portfolios of vanilla options
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interest rate
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Black-Scholes model
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Levy processes
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