On the Harmonic Mean Representation of the Implied Volatility (Q4988554)
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scientific article; zbMATH DE number 7348564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Harmonic Mean Representation of the Implied Volatility |
scientific article; zbMATH DE number 7348564 |
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On the Harmonic Mean Representation of the Implied Volatility (English)
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17 May 2021
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implied volatility
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local volatility
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harmonic mean
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model-free properties
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