Implied volatility smoothing at COVID-19 times (Q6134304)
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scientific article; zbMATH DE number 7730671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied volatility smoothing at COVID-19 times |
scientific article; zbMATH DE number 7730671 |
Statements
Implied volatility smoothing at COVID-19 times (English)
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22 August 2023
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COVID-19
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implied volatility
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state price density
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no-arbitrage conditions
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local polynomial smoothing
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