Symmetric martingales and symmetric smiles (Q734666)
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scientific article; zbMATH DE number 5614638
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Symmetric martingales and symmetric smiles |
scientific article; zbMATH DE number 5614638 |
Statements
Symmetric martingales and symmetric smiles (English)
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13 October 2009
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Ocone martingales
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symmetric increments
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implied volatility
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0.7685866355895996
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0.7668869495391846
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0.7517220973968506
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0.7297484278678894
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