Left-wing asymptotics of the implied volatility in the presence of atoms
Archil Gulisashvili
| Year of publication: |
2015
|
|---|---|
| Authors: | Gulisashvili, Archil |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 2, p. 1-25
|
| Subject: | Models with atoms | implied volatility | left-wing asymptotics | CEV model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403232