Arbitrage Opportunities in Misspecified Stochastic Volatility Models (Q3006709)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage Opportunities in Misspecified Stochastic Volatility Models |
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Arbitrage Opportunities in Misspecified Stochastic Volatility Models (English)
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21 June 2011
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stochastic volatility
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model misspecification
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volatility arbitrage
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butterfly
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risk reversal
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SABR model
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