Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905)
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scientific article; zbMATH DE number 5270288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smile Asymptotics II: Models with Known Moment Generating Functions |
scientific article; zbMATH DE number 5270288 |
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Smile Asymptotics II: Models with Known Moment Generating Functions (English)
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30 April 2008
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implied volatility smile
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tail-wing formula
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Tauberian theory
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