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
The implied volatility smirk - MaRDI portal

The implied volatility smirk (Q3502188)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The implied volatility smirk
scientific article

    Statements

    title
    The implied volatility smirk (English)
    0 references
    author
    Jin E. Zhang
    0 references
    Yi Xiang
    0 references
    publication date
    22 May 2008
    0 references
    zbMATH Keywords
    option pricing
    0 references
    implied volatility smirk
    0 references
    risk-neutral skewness and excess kurtosis
    0 references
    term structure
    0 references

    Identifiers

    zbMATH DE Number
    5278236
    0 references
    OpenAlex ID
    W2084032796
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3502188&oldid=35057512"
    Powered by MediaWiki