Option-implied information: What's the vol surface got to do with it? (Q2211017)
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scientific article; zbMATH DE number 7272119
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| default for all languages | No label defined |
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| English | Option-implied information: What's the vol surface got to do with it? |
scientific article; zbMATH DE number 7272119 |
Statements
Option-implied information: What's the vol surface got to do with it? (English)
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10 November 2020
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option-implied
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risk-neutral variance
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risk-neutral density
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tail risk
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option standardization
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interpolation
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0.7862902879714966
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0.782353401184082
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0.7727010846138
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0.7682429552078247
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