Strike asymptotics for Laplace implied volatilities
Year of publication: |
2018
|
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Authors: | Madan, Dilip B. ; Wang, King |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 183-189
|
Subject: | Bounded implied volatilities | Laplacian densities | Power tails | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Arbeitskampf | Industrial action | Optionsgeschäft | Option trading | Schätztheorie | Estimation theory |
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