A volatility smile-based uncertainty index (Q2045101)
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scientific article; zbMATH DE number 7380992
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A volatility smile-based uncertainty index |
scientific article; zbMATH DE number 7380992 |
Statements
A volatility smile-based uncertainty index (English)
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11 August 2021
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uncertainty
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FX option
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volatility smile
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risk
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0.8701296
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0.86356324
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0.86077577
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0.8507411
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0.84864026
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0.84739435
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0.84318817
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0.8422969
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