Pricing VXX option with default risk and positive volatility skew (Q1927010): Difference between revisions
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Revision as of 01:51, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing VXX option with default risk and positive volatility skew |
scientific article |
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Pricing VXX option with default risk and positive volatility skew (English)
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29 December 2012
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pricing
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ETN
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VXX options
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positive volatility skew
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jump-to-default
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