Smooth and bid-offer compliant volatility surfaces under general dividend streams (Q2871432)
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scientific article; zbMATH DE number 6249310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth and bid-offer compliant volatility surfaces under general dividend streams |
scientific article; zbMATH DE number 6249310 |
Statements
Smooth and bid-offer compliant volatility surfaces under general dividend streams (English)
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23 January 2014
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implied volatility surface
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risk-neutral density
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discrete dividends
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