Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities (Q2096155)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities |
scientific article; zbMATH DE number 7617767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities |
scientific article; zbMATH DE number 7617767 |
Statements
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities (English)
0 references
16 November 2022
0 references
FX options
0 references
smile construction
0 references
delta
0 references
no-arbitrage
0 references
derivatives
0 references
