Asymptotics of implied volatility to arbitrary order
Year of publication: |
2014
|
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Authors: | Gao, Kun ; Lee, Roger |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 2, p. 349-392
|
Subject: | Implied volatility | Asymptotics | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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