Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (Q470513)
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scientific article; zbMATH DE number 6368833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations |
scientific article; zbMATH DE number 6368833 |
Statements
Displaced lognormal volatility skews: analysis and applications to stochastic volatility simulations (English)
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12 November 2014
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displaced lognormal
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displaced diffusion
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implied volatility
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control variate
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