A framework for robust measurement of implied correlation (Q2517482)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A framework for robust measurement of implied correlation |
scientific article |
Statements
A framework for robust measurement of implied correlation (English)
0 references
26 August 2015
0 references
implied correlation estimate
0 references
index option
0 references
vanilla option
0 references
implied volatility
0 references
VIX
0 references
0 references
0 references
0 references
0 references
0 references