LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS (Q5249756)
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scientific article; zbMATH DE number 6435237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS |
scientific article; zbMATH DE number 6435237 |
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LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS (English)
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11 May 2015
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models with atoms
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implied volatility
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left-wing asymptotics
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CEV model
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