Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824): Difference between revisions

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Latest revision as of 22:46, 21 October 2024

scientific article; zbMATH DE number 6915799
Language Label Description Also known as
English
Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options
scientific article; zbMATH DE number 6915799

    Statements

    Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (English)
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    10 August 2018
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    VIX options
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    moment formulas
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    extreme strikes
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    model free
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    Identifiers