On the implied volatility of Inverse options under stochastic volatility models
Data de publicació electrònica: 13-05-2025
| Authors: | , , |
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| Format: | article |
| Status: | Published version |
| Publication Date: | 2025 |
| Country: | España |
| Institution: | Universitat Pompeu Fabra |
| Repository: | Repositorio Digital de la UPF |
| OAI Identifier: | oai:repositori.upf.edu:10230/70625 |
| Online Access: | http://hdl.handle.net/10230/70625 http://dx.doi.org/10.1007/s10203-025-00522-z |
| Access Level: | Open access |
| Keyword: | Inverse European options Stochastic volatility Crypto derivatives Malliavin calculus Implied volatility |
| Summary: | Data de publicació electrònica: 13-05-2025 |
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