Symmetric martingales and symmetric smiles
type: Item
instance of: scholarly article
title: Symmetric martingales and symmetric smiles
zbMATH Open document ID: 1177.60044
author: Michael R. Tehranchi
published in: Stochastic Processes and their Applications
publication date: 2009-10-13T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 5614638
zbMATH Keywords: Ocone martingales
zbMATH Keywords: symmetric increments
zbMATH Keywords: implied volatility
MaRDI profile type: Publication
full work available at URL: j.spa.2009.07.007
OpenAlex ID: W1992013909
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DOI: 10.1016/J.SPA.2009.07.007
description: scientific article; zbMATH DE number 5614638