Risk premiums in a simple market model for implied volatility (Q5397415)
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scientific article; zbMATH DE number 6260368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk premiums in a simple market model for implied volatility |
scientific article; zbMATH DE number 6260368 |
Statements
Risk premiums in a simple market model for implied volatility (English)
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20 February 2014
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derivatives analysis
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equity options
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options volatility
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volatility modelling
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stochastic volatility
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portfolio optimization
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