Pages that link to "Item:Q4682478"
From MaRDI portal
The following pages link to Implied Volatility of Leveraged ETF Options (Q4682478):
Displaying 8 items.
- Sensitivity analysis of long-term cash flows (Q1788822) (← links)
- Consistent Pricing of Options on Leveraged ETFs (Q2941473) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
- Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility (Q4635252) (← links)
- Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- Robust replication of volatility and hybrid derivatives on jump diffusions (Q6054385) (← links)