The implied volatility smirk (Q3502188)
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scientific article; zbMATH DE number 5278236
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The implied volatility smirk |
scientific article; zbMATH DE number 5278236 |
Statements
The implied volatility smirk (English)
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22 May 2008
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option pricing
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implied volatility smirk
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risk-neutral skewness and excess kurtosis
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term structure
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0.8036829829216003
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0.7985431551933289
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0.7974612712860107
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0.7899969220161438
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0.7851874828338623
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