A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting (Q4683117)
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scientific article; zbMATH DE number 6939319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting |
scientific article; zbMATH DE number 6939319 |
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A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting (English)
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19 September 2018
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derivative pricing models
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derivatives pricing
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quantitative finance
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financial modelling
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financial simulation
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implied volatility models
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stochastic volatility
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options volatility
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