Implied volatility asymptotics: Black-Scholes and beyond

DOI10.1142/9789811259142_0011MaRDI QIDQ6599187zbMATH OpenFDO

Authors Peter Tankov

Publication date 6 September 2024

Full work available at URL https://doi.org/10.1142/9789811259142_0011

Mathematics Subject Classification ID

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

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