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Coupling smiles - MaRDI portal

Coupling smiles (Q3539543)

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scientific article
Language Label Description Also known as
English
Coupling smiles
scientific article

    Statements

    title
    Coupling smiles (English)
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    author
    Valdo Durrleman
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    Nicole El Karoui
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    publication date
    18 November 2008
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    zbMATH Keywords
    volatility modelling
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    volatility surfaces
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    stochastic volatility
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    implied volatilities
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    Identifiers

    zbMATH DE Number
    5368477
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    OpenAlex ID
    W4230300786
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