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Stochastic volatility, smile & asymptotics
K. Ronnie Sircar
, George C. Papanicolaou
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Dive into the research topics of 'Stochastic volatility, smile & asymptotics'. Together they form a unique fingerprint.
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Mathematics
Asymptotics
100%
Statistics
100%
Explicit Formula
100%
Partial Differential Equation
100%
Timescale
100%
Stochastic Volatility
100%
Stochastic Volatility Model
100%
Asymptotic Approximation
100%
Parametric Model
100%
Gaussian Random Variable
100%
Random Process
100%
Keyphrases
Smile Curve
50%
Renault
25%
Price Curve
25%
Smile Effect
25%
Hedge Ratio
25%