ROBUST TRADING OF IMPLIED SKEW (Q2976126)
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scientific article; zbMATH DE number 6705615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ROBUST TRADING OF IMPLIED SKEW |
scientific article; zbMATH DE number 6705615 |
Statements
ROBUST TRADING OF IMPLIED SKEW (English)
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13 April 2017
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implied skew
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robust methods
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weak reflection principle
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LVG model
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0.82772404
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0.8245633
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0.80702114
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0.8067589
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0.8059408
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0.80253035
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0.80199975
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