A moment matching market implied calibration (Q5397467)
From MaRDI portal
scientific article; zbMATH DE number 6260412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment matching market implied calibration |
scientific article; zbMATH DE number 6260412 |
Statements
A moment matching market implied calibration (English)
0 references
20 February 2014
0 references
financial engineering
0 references
Lévy process
0 references
options applications
0 references
