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