Volatility of volatility of financial markets (Q1596909)
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scientific article; zbMATH DE number 1737653
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility of volatility of financial markets |
scientific article; zbMATH DE number 1737653 |
Statements
Volatility of volatility of financial markets (English)
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5 May 2002
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options
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eurodollar
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volatility
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statistical mechanics
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0.803754985332489
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0.7795677781105042
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0.7656729817390442
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