LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (Q5371136): Difference between revisions

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Revision as of 01:27, 15 February 2024

scientific article; zbMATH DE number 6797485
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LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS
scientific article; zbMATH DE number 6797485

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    LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (English)
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    24 October 2017
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    implied volatility
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    local-stochastic volatility
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    leveraged exchange-traded fund
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    implied volatility scaling
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