On the harmonic mean representation of the implied volatility (Q4988554)
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scientific article; zbMATH DE number 7348564
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| English | On the harmonic mean representation of the implied volatility |
scientific article; zbMATH DE number 7348564 |
Statements
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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0.7411016225814819
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0.7406090497970581
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0.7341101169586182
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0.7308091521263123
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