Stochastic Volatility Models: Faking a Smile (Q5139439)
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scientific article; zbMATH DE number 7283245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Models: Faking a Smile |
scientific article; zbMATH DE number 7283245 |
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Stochastic Volatility Models: Faking a Smile (English)
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9 December 2020
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stochastic volatility
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implied volatility smile/skew/surface
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realized variation
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calibration
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option pricing
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