The term structure of implied volatility in symmetric models with applications to Heston (Q2909510)
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scientific article; zbMATH DE number 6074286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term structure of implied volatility in symmetric models with applications to Heston |
scientific article; zbMATH DE number 6074286 |
Statements
30 August 2012
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implied volatility
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term structure
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symmetric smile
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SVI
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Heston
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real-valued functions
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The term structure of implied volatility in symmetric models with applications to Heston (English)
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