Local volatility
Option pricing model
A local volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the current asset level S t {\displaystyle S_{t}} and of time t {\displaystyle t} . As such, it is a generalisation of the Black–Scholes model, where the volatility is a constant (i.e. a trivial function of S t {\displaystyle S_{t}} and t {\displaystyle t} ).
Nº Q6664586 ★
Commune · Savoirs
Local volatility
Option pricing model
A local volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the current asset level S t {\displaystyle S_{t}} and of time t {\displaystyle t} . As such, it is a generalisation of the Black–Scholes model, where the volatility is a constant (i.e. a trivial function of S t {\displaystyle S_{t}} and t {\displaystyle t} ).
Dernier prix
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Prix plancher
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Médiane 7 j
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Ventes 30 j
0
Fourchette 30 j
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En circulation
0
Cours
médiane
min – max
ventes
Aucune vente sur la période
Voir le tableau
| Date | médiane | Min | Max | ventes |
|---|
Historique des ventes
- Dernière vente
- —
- Moyenne 30 j
- —
- Plus bas 30 j
- —
- Plus haut 30 j
- —
- Ventes 7 j
- 0
- Ventes 30 j
- 0
Aucune vente pour l'instant.
Ventes anonymes : ni acheteur ni vendeur. Les chiffres ne comptent que les ventes entre joueurs.
Sur Wikipédia
Texte en anglais Pas encore d'article dans ta langue : extrait en anglais.
A local volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the current asset level S t {\displaystyle S_{t}} and of time t {\displaystyle t} . As such, it is a generalisation of the Black–Scholes model, where the volatility is a constant (i.e. a trivial function of S t {\displaystyle S_{t}} and t {\displaystyle t} ). Local volatility models are often compared with stochastic volatility models, where the instantaneous volatility is not just a function of the asset level S t {\displaystyle S_{t}} but depends also on a new "global" randomness coming from an additional random component.
Texte : Wikipédia en anglais, CC BY-SA 4.0. ·
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