OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility Spreads and Expected Stock Returns
@@ Property / cites work: Volatility Spreads and Expected Stock Returns / rank @@
+Normal rank
@@ Property / cites work @@
+SELF-DECOMPOSABILITY AND OPTION PRICING
@@ Property / cites work: SELF-DECOMPOSABILITY AND OPTION PRICING / rank @@
+Normal rank
@@ Property / cites work @@
+THE RANGE OF TRADED OPTION PRICES
@@ Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing using variance gamma Markov chains
@@ Property / cites work: Option pricing using variance gamma Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Bilateral gamma distributions and processes in financial mathematics
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Self‐similarity in long‐horizon returns
@@ Property / cites work: Self‐similarity in long‐horizon returns / rank @@
+Normal rank
@@ Property / cites work @@
+MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
+Normal rank
@@ Property / cites work @@
+Additive Processes with Bilateral Gamma Marginals
@@ Property / cites work: Additive Processes with Bilateral Gamma Marginals / rank @@
+Normal rank
@@ Property / cites work @@
+Self-similar processes with independent increments
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Dissecting skewness under affine jump-diffusions
@@ Property / cites work: Dissecting skewness under affine jump-diffusions / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024921500308
+Normal rank
@@ Property / OpenAlex ID @@
+W3201116058
@@ Property / OpenAlex ID: W3201116058 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5157846