IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS |
scientific article; zbMATH DE number 5589435
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS |
scientific article; zbMATH DE number 5589435 |
Statements
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (English)
0 references
3 August 2009
0 references
implied volatility
0 references
Monte Carlo simulation
0 references
Asian options
0 references
exotic options
0 references
calibration
0 references
local volatility
0 references
0 references
0.8109813332557678
0 references
0.7967531681060791
0 references
0.7948728203773499
0 references
0.7930337190628052
0 references
0.7925058007240295
0 references
