Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (Q2889603)
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scientific article; zbMATH DE number 6043671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model |
scientific article; zbMATH DE number 6043671 |
Statements
Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (English)
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8 June 2012
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small time asymptotics
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stochastic volatility
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implied volatility
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0.9230468
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0.9208691
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0.9155228
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0.89063317
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0.8877027
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0.8875213
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0.8867975
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0.8859526
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