The dynamics of the S\&P 500 implied volatility surface (Q375491): Difference between revisions

@@ Property / author @@
-Stewart D. Hodges
@@ Property / author: Stewart D. Hodges / rank @@
-Normal rank
@@ Property / author @@
+Stewart D. Hodges
@@ Property / author: Stewart D. Hodges / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6221292
@@ Property / zbMATH DE Number: 6221292 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility smile
@@ Property / zbMATH Keywords: volatility smile / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility surface
@@ Property / zbMATH Keywords: volatility surface / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+implied volatility
@@ Property / zbMATH Keywords: implied volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+principal components analysis
@@ Property / zbMATH Keywords: principal components analysis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:375491