Implied Volatility of Leveraged ETF Options (Q4682478)
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scientific article; zbMATH DE number 6938624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied Volatility of Leveraged ETF Options |
scientific article; zbMATH DE number 6938624 |
Statements
Implied Volatility of Leveraged ETF Options (English)
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18 September 2018
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exchange-traded funds
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leverage
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implied volatility
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stochastic volatility
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moneyness scaling
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