Implied volatility and skewness surface (Q1621628)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied volatility and skewness surface |
scientific article |
Statements
Implied volatility and skewness surface (English)
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9 November 2018
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SP500 options
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implied skewness
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implied volatility
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volatility spread
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delta-hedged gains
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