No-dynamic-arbitrage and market impact (Q2786278)
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scientific article; zbMATH DE number 5789664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-dynamic-arbitrage and market impact |
scientific article; zbMATH DE number 5789664 |
Statements
No-dynamic-arbitrage and market impact (English)
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21 September 2010
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stochastic volatility
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volatility modelling
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volatility smile fitting
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volatility surfaces
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stochastic jumps
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options volatility
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options pricing
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