On Implied Volatility Surface Construction for Stochastic Investment Models (Q5005604)
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scientific article; zbMATH DE number 7380353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Implied Volatility Surface Construction for Stochastic Investment Models |
scientific article; zbMATH DE number 7380353 |
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On Implied Volatility Surface Construction for Stochastic Investment Models (English)
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10 August 2021
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option pricing
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Black-Scholes model
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implied volatility surface
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local volatility model
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