The dynamics of the S\&P 500 implied volatility surface (Q375491)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamics of the S\&P 500 implied volatility surface |
scientific article |
Statements
The dynamics of the S\&P 500 implied volatility surface (English)
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30 October 2013
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volatility smile
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volatility surface
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implied volatility
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principal components analysis
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