Volatility surfaces: theory, rules of thumb, and empirical evidence (Q5433097)
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scientific article; zbMATH DE number 5221740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility surfaces: theory, rules of thumb, and empirical evidence |
scientific article; zbMATH DE number 5221740 |
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Volatility surfaces: theory, rules of thumb, and empirical evidence (English)
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19 December 2007
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implied volatility
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volatility surface
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dynamics
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no-arbitrage
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empirical results
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