Short-time implied volatility of additive normal tempered stable processes (Q6549591)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Short-time implied volatility of additive normal tempered stable processes |
scientific article; zbMATH DE number 7859336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-time implied volatility of additive normal tempered stable processes |
scientific article; zbMATH DE number 7859336 |
Statements
Short-time implied volatility of additive normal tempered stable processes (English)
0 references
4 June 2024
0 references
additive process
0 references
volatility surface
0 references
skew
0 references
small-time
0 references
calibration
0 references
0 references
0 references
0 references
