The fine structure of equity-index option dynamics (Q2347729): Difference between revisions
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Revision as of 07:47, 5 March 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)
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8 June 2015
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high-frequency data
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implied volatility
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jump activity
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Kolmogorov-Smirnov test
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stable process
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stochastic volatility
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VIX index
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