SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS (Q5265240)
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scientific article; zbMATH DE number 6463513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS |
scientific article; zbMATH DE number 6463513 |
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SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS (English)
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23 July 2015
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implied volatility
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exponential Lévy models
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short-time asymptotic behavior
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