The log‐moment formula for implied volatility (Q6187368): Difference between revisions
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Revision as of 09:44, 30 July 2024
scientific article; zbMATH DE number 7797376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The log‐moment formula for implied volatility |
scientific article; zbMATH DE number 7797376 |
Statements
The log‐moment formula for implied volatility (English)
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31 January 2024
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implied volatility
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moment formula
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variance swaps
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