Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option implied ambiguity and its information content: evidence from the subprime crisis |
scientific article |
Statements
Option implied ambiguity and its information content: evidence from the subprime crisis (English)
0 references
31 October 2018
0 references
Choquet utility
0 references
multiple-priors
0 references
option implied ambiguity
0 references
implied volatility
0 references
realized volatility
0 references
uncertainty
0 references
