A multiscale correction to the Black-Scholes formula (Q6571884)
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scientific article; zbMATH DE number 7880634
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multiscale correction to the Black-Scholes formula |
scientific article; zbMATH DE number 7880634 |
Statements
A multiscale correction to the Black-Scholes formula (English)
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12 July 2024
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multiscale
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Black-Scholes formula
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stochastic elasticity of variance
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asymptotics
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implied volatility
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