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Parametric modeling of implied smile functions: a generalized SVI model - MaRDI portal

Parametric modeling of implied smile functions: a generalized SVI model (Q2393161)

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Parametric modeling of implied smile functions: a generalized SVI model
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    Statements

    title
    Parametric modeling of implied smile functions: a generalized SVI model (English)
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    author
    Bo Zhao
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    Stewart D. Hodges
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    publication date
    7 August 2013
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    zbMATH Keywords
    implied volatility
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    parametric model
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    Kummer function
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    91G20
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    zbMATH DE Number
    6196053
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    OpenAlex ID
    W3124539363
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