THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL (Q4909142)
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scientific article; zbMATH DE number 6143526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL |
scientific article; zbMATH DE number 6143526 |
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THE SMALL AND LARGE TIME IMPLIED VOLATILITIES IN THE MINIMAL MARKET MODEL (English)
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12 March 2013
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small and large time implied volatilities
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benchmark approach
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square-root process
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minimal market model
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