Smiles in delta

DOI10.1080/14697688.2023.2258932arXiv2209.00406MaRDI QIDQ6127425

Arianna Mingone

Publication date: 12 April 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.00406

zbMATH Keywords

volatility smileimplied volatilitydeltabutterfly arbitrage

Mathematics Subject Classification ID

Financial markets (91G15)

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