Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (Q4988551)
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scientific article; zbMATH DE number 7348561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles |
scientific article; zbMATH DE number 7348561 |
Statements
Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (English)
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17 May 2021
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implied volatility
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absence of arbitrage
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SSVI
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bubbles
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