Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905)
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scientific article; zbMATH DE number 5270288
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| English | Smile Asymptotics II: Models with Known Moment Generating Functions |
scientific article; zbMATH DE number 5270288 |
Statements
Smile Asymptotics II: Models with Known Moment Generating Functions (English)
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30 April 2008
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implied volatility smile
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tail-wing formula
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Tauberian theory
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0.8630783557891846
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0.8560327887535095
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0.8530528545379639
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0.7964060306549072
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