Short-Term At-the-Money Asymptotics under Stochastic Volatility Models (Q4968922)
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scientific article; zbMATH DE number 7078087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-Term At-the-Money Asymptotics under Stochastic Volatility Models |
scientific article; zbMATH DE number 7078087 |
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Short-Term At-the-Money Asymptotics under Stochastic Volatility Models (English)
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10 July 2019
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asymptotic expansion
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implied volatility
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rough volatility
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