Volatility parametrizations with random coefficients: analytic flexibility for implied volatility surfaces (Q6853617)
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scientific article; zbMATH DE number 8163813
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| English | Volatility parametrizations with random coefficients: analytic flexibility for implied volatility surfaces |
scientific article; zbMATH DE number 8163813 |
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Volatility parametrizations with random coefficients: analytic flexibility for implied volatility surfaces (English)
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25 February 2026
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implied volatility parametrizations
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randomization
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stochastic parameters
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short-term options
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W-shaped implied volatility
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market-making
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