W-shaped implied volatility curves and the Gaussian mixture model

Paul Glasserman, Dan Pirjol

Year of publication:	2023
Authors:	Glasserman, Paul ; Pirjol, Dan
Subject:	Convexity \| Option pricing \| Risk-neutral density \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Statistische Verteilung \| Statistical distribution \| Black-Scholes-Modell \| Black-Scholes model \| Optionsgeschäft \| Option trading

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