A market model for stochastic implied volatility (Q4719408)
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scientific article; zbMATH DE number 1383970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A market model for stochastic implied volatility |
scientific article; zbMATH DE number 1383970 |
Statements
A market model for stochastic implied volatility (English)
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27 June 2001
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option pricing
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stochastic volatility
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smile effect
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term structure of volatility
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strike structure of volatility
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