Foreign exchange rate volatility smiles and smirks (Q6579568)
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scientific article; zbMATH DE number 7887618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foreign exchange rate volatility smiles and smirks |
scientific article; zbMATH DE number 7887618 |
Statements
Foreign exchange rate volatility smiles and smirks (English)
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25 July 2024
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constant elasticity of variance
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foreign exchange
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implied volatility
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smile
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smirk
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stochastic volatility
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