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PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS - MaRDI portal

PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922)

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scientific article
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PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
scientific article

    Statements

    title
    PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (English)
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    publication date
    7 December 2009
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    zbMATH Keywords
    put-call symmetry
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    volatility smile
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    local volatility
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    stochastic volatility
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    time-changed Lévy process
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    barrier option
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    semistatic hedging
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    Identifiers

    zbMATH DE Number
    5643167
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    OpenAlex ID
    W1967918160
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