A bias in the volatility smile (Q1621642)
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scientific article; zbMATH DE number 6975970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bias in the volatility smile |
scientific article; zbMATH DE number 6975970 |
Statements
A bias in the volatility smile (English)
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9 November 2018
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Black-Scholes-Merton model
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option pricing
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implied volatility
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volatility
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volatility smile
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computational finance
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algorithmic finance
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options
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