Fractional stochastic volatility correction to CEV implied volatility (Q5014189)
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scientific article; zbMATH DE number 7436786
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractional stochastic volatility correction to CEV implied volatility |
scientific article; zbMATH DE number 7436786 |
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Fractional stochastic volatility correction to CEV implied volatility (English)
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1 December 2021
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fractional stochastic volatility
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constant elasticity of variance
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option pricing
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implied volatility
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0.8354317545890808
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0.8078244924545288
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0.7877777218818665
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0.7869136333465576
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0.7840378284454346
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