The fine structure of equity-index option dynamics (Q2347729): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:20, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fine structure of equity-index option dynamics |
scientific article |
Statements
The fine structure of equity-index option dynamics (English)
0 references
8 June 2015
0 references
high-frequency data
0 references
implied volatility
0 references
jump activity
0 references
Kolmogorov-Smirnov test
0 references
stable process
0 references
stochastic volatility
0 references
VIX index
0 references
