Conceptio › Archive › arXiv (All)
arXiv (All)open access

Smile asymptotics for Bachelier implied volatility

Baviera, Roberto et al.
arXiv (All) · Papers · License: Open Access
Open Source ↗Direct PDF ↓
91g20mathematicalfinancepricingofsecuritiesprobability
pricing of securities, probability, mathematical finance, 60e10, 91g20
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 972929
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.