The dynamics of the S\&P 500 implied volatility surface (Q375491)
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scientific article; zbMATH DE number 6221292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The dynamics of the S\&P 500 implied volatility surface |
scientific article; zbMATH DE number 6221292 |
Statements
The dynamics of the S\&P 500 implied volatility surface (English)
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30 October 2013
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volatility smile
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volatility surface
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implied volatility
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principal components analysis
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0.8464768528938293
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0.8432326316833496
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0.8422785997390747
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0.8422785997390747
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0.8345611691474915
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