Adiabaticity conditions for volatility smile in Black-Scholes pricing model (Q6176634)
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scientific article; zbMATH DE number 7717255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adiabaticity conditions for volatility smile in Black-Scholes pricing model |
scientific article; zbMATH DE number 7717255 |
Statements
Adiabaticity conditions for volatility smile in Black-Scholes pricing model (English)
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26 July 2023
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probability density function
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stock price
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option price
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call option
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implied volatility
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