The Impact of Jump Distributions on the Implied Volatility of Variance (Q2962130): Difference between revisions

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Latest revision as of 10:13, 13 July 2024

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The Impact of Jump Distributions on the Implied Volatility of Variance
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    The Impact of Jump Distributions on the Implied Volatility of Variance (English)
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    16 February 2017
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    jump distributions
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    stochastic volatility
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    realized variance
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    VIX options
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    moment formula
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    affine processes
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