Volatility of volatility and leverage effect from options (Q6118716)
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scientific article; zbMATH DE number 7822307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility of volatility and leverage effect from options |
scientific article; zbMATH DE number 7822307 |
Statements
Volatility of volatility and leverage effect from options (English)
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21 March 2024
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characteristic function
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leverage effect
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nonparametric estimation
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options
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volatility of volatility
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