OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846): Difference between revisions

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+Volatility Spreads and Expected Stock Returns
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+SELF-DECOMPOSABILITY AND OPTION PRICING
@@ Property / cites work: SELF-DECOMPOSABILITY AND OPTION PRICING / rank @@
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+THE RANGE OF TRADED OPTION PRICES
@@ Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank @@
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+Option pricing using variance gamma Markov chains
@@ Property / cites work: Option pricing using variance gamma Markov chains / rank @@
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+Bilateral gamma distributions and processes in financial mathematics
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Self‐similarity in long‐horizon returns
@@ Property / cites work: Self‐similarity in long‐horizon returns / rank @@
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+MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
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+Additive Processes with Bilateral Gamma Marginals
@@ Property / cites work: Additive Processes with Bilateral Gamma Marginals / rank @@
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+Self-similar processes with independent increments
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+Q4937701
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+Dissecting skewness under affine jump-diffusions
@@ Property / cites work: Dissecting skewness under affine jump-diffusions / rank @@
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