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Numerical Studies of Implied Volatility Expansions Under the Gatheral Model
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. MAM.ORCID iD: 0000-0002-8337-9479
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. MAM.ORCID iD: 0000-0002-0835-7536
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.ORCID iD: 0000-0002-0139-0747
2024 (English)In: Data Analysis and Related Applications 3: Theory and Practice – New Approaches / [ed] Yiannis Dimotikalis; Christos H. Skiadas, John Wiley & Sons, 2024Chapter in book (Refereed)
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John Wiley & Sons, 2024.
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Probability Theory and Statistics
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URN: urn:nbn:se:mdh:diva-66529ISBN: 9781786309624 (print)OAI: oai:DiVA.org:mdh-66529DiVA, id: diva2:1855436
Available from: 2024-04-30 Created: 2024-04-30 Last updated: 2024-04-30Bibliographically approved

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Albuhayri, MohammedDimitrov, MarkoNi, YingMalyarenko, Anatoliy

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