The skewed multifractal random walk with applications to option smiles (Q4646792)
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scientific article; zbMATH DE number 7001534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The skewed multifractal random walk with applications to option smiles |
scientific article; zbMATH DE number 7001534 |
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The skewed multifractal random walk with applications to option smiles (English)
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14 January 2019
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multifractal random walk
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option pricing
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skewed volatility smile
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