Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula (Q4554443)
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scientific article; zbMATH DE number 6979480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula |
scientific article; zbMATH DE number 6979480 |
Statements
Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula (English)
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14 November 2018
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implied volatility
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model-free pricing formulas
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moment generating functions
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power payoffs
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