Extreme-strike comparisons and structural bounds for SPX and VIX options (Q4579824)
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scientific article; zbMATH DE number 6915799
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| default for all languages | No label defined |
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| English | Extreme-strike comparisons and structural bounds for SPX and VIX options |
scientific article; zbMATH DE number 6915799 |
Statements
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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0.7389670610427856
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0.6984561085700989
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0.694528341293335
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0.6943563222885132
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0.6899703741073608
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