Dynamics of the implied volatility surface. Theory and empirical evidence (Q5247237)
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scientific article; zbMATH DE number 6429497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of the implied volatility surface. Theory and empirical evidence |
scientific article; zbMATH DE number 6429497 |
Statements
Dynamics of the implied volatility surface. Theory and empirical evidence (English)
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23 April 2015
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sticky delta rule
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sticky strike rule
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implied volatility surface
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volatility skew
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