Probabilistic interpretation of black implied volatility

DOI10.1142/9789811259142_0003MaRDI QIDQ6599178zbMATH OpenFDO

Authors Peter Carr, Liuren Wu, Y. Zhang

Publication date 6 September 2024

Full work available at URL https://doi.org/10.1142/9789811259142_0003

zbMATH Keywords

financial interpretationimplied varianceimplied volatilityimplied volatility smileprobabilistic interpretation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

This page was built for publication: Probabilistic interpretation of black implied volatility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6599178)