OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846): Difference between revisions
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scientific article; zbMATH DE number 7411938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES |
scientific article; zbMATH DE number 7411938 |
Statements
OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (English)
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20 October 2021
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characteristic exponent
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bilateral gamma model
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self-decomposable
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Sato process
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CBOE
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