Short-term at-the-money asymptotics under stochastic volatility models (Q4968922)
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: Short-term at-the-money asymptotics under stochastic volatility models |
scientific article; zbMATH DE number 7078087
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Short-term at-the-money asymptotics under stochastic volatility models |
scientific article; zbMATH DE number 7078087 |
Statements
Short-Term At-the-Money Asymptotics under Stochastic Volatility Models (English)
0 references
10 July 2019
0 references
asymptotic expansion
0 references
implied volatility
0 references
rough volatility
0 references
0 references
0 references
0 references
0 references
0.852725088596344
0 references
0.8410723209381104
0 references
0.8396580815315247
0 references
0.8293238282203674
0 references
0.8291633129119873
0 references
