Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
FORWARD AND FUTURE IMPLIED VOLATILITY - MaRDI portal

FORWARD AND FUTURE IMPLIED VOLATILITY (Q3006611)

From MaRDI portal
scientific article
Language Label Description Also known as
English
FORWARD AND FUTURE IMPLIED VOLATILITY
scientific article

    Statements

    title
    FORWARD AND FUTURE IMPLIED VOLATILITY (English)
    0 references
    author
    Paul Glasserman
    0 references
    Qi Wu
    0 references
    publication date
    20 June 2011
    0 references
    zbMATH Keywords
    forward volatility
    0 references
    implied volatility surface
    0 references
    time-dependent SABR model
    0 references
    currency options
    0 references
    volatility forecasting
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    91G30
    0 references
    62P05
    0 references
    zbMATH DE Number
    5909992
    0 references
    OpenAlex ID
    W3122915356
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3006611&oldid=36970139"
    Powered by MediaWiki