Work

A General Asymptotic Implied Volatility for Stochastic Volatility Models

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.698601

Author: Pierre Henry-Labordere

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2103594874

Cites: 23

Cited by: 113

Related to: 10