Implied volatility (also) is path-dependent

被引：0

作者：

Andrès, Hervé ^{[1
,2
]}

Boumezoued, Alexandre ^{[1
]}

Jourdain, Benjamin ^{[2
]}

机构：

[1] Milliman R&D, Paris, France

[2] CERMICS, École des Ponts, INRIA, Marne-la-Vallée, France

来源：

arXiv | 2023年

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