Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824)
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scientific article; zbMATH DE number 6915799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options |
scientific article; zbMATH DE number 6915799 |
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Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (English)
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10 August 2018
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VIX options
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moment formulas
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extreme strikes
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model free
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