Option-implied information: What's the vol surface got to do with it? (Q2211017): Difference between revisions
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Set OpenAlex properties. |
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| Property / full work available at URL: https://doi.org/10.1007/s11147-020-09166-0 / rank | |||
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| Property / OpenAlex ID: W2915048184 / rank | |||
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Revision as of 20:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option-implied information: What's the vol surface got to do with it? |
scientific article |
Statements
Option-implied information: What's the vol surface got to do with it? (English)
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10 November 2020
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option-implied
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risk-neutral variance
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risk-neutral density
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tail risk
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option standardization
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interpolation
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