On asymptotically arbitrage-free approximations of the implied volatility (Q6105370)
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scientific article; zbMATH DE number 7702083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotically arbitrage-free approximations of the implied volatility |
scientific article; zbMATH DE number 7702083 |
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On asymptotically arbitrage-free approximations of the implied volatility (English)
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26 June 2023
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implied volatility
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rough volatility
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SABR model
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