Estimation of local volatilities in a generalized Black-Scholes model (Q1765852)
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scientific article; zbMATH DE number 2137741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of local volatilities in a generalized Black-Scholes model |
scientific article; zbMATH DE number 2137741 |
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Estimation of local volatilities in a generalized Black-Scholes model (English)
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23 February 2005
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0.91382426
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0.9114623
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0.9084066
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0.90678704
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0.9041125
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