On the Skew and Curvature of the Implied and Local Volatilities (Q6092915)
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scientific article; zbMATH DE number 7769891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Skew and Curvature of the Implied and Local Volatilities |
scientific article; zbMATH DE number 7769891 |
Statements
On the Skew and Curvature of the Implied and Local Volatilities (English)
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23 November 2023
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stochastic volatility
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local volatility
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rough volatility
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Malliavin calculus
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