Short positions, rally fears and option markets (Q3565100)
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scientific article; zbMATH DE number 5713110
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Short positions, rally fears and option markets |
scientific article; zbMATH DE number 5713110 |
Statements
Short Positions, Rally Fears and Option Markets (English)
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27 May 2010
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spectrally negative processes
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implied volatility smiles
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two-sided exit problems
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0.7562066912651062
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0.7544887661933899
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0.7218167781829834
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0.7172060012817383
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0.7067632675170898
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