Model-free backward and forward nonlinear PDEs for implied volatility

Peter Carr, Andrey Itkin, Sasha Stoikov

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'Model-free backward and forward nonlinear PDEs for implied volatility'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance