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
Asymptotics of Implied Volatility far from Maturity - MaRDI portal

Asymptotics of Implied Volatility far from Maturity (Q3182423)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotics of Implied Volatility far from Maturity
scientific article

    Statements

    title
    Asymptotics of Implied Volatility far from Maturity (English)
    0 references
    publication date
    8 October 2009
    0 references
    zbMATH Keywords
    implied volatility
    0 references
    large deviations
    0 references
    saddle-point approximation
    0 references

    Identifiers

    zbMATH DE Number
    5611409
    0 references
    OpenAlex ID
    W2044022306
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3182423&oldid=35129778"
    Powered by MediaWiki