Dynamics of implied volatility surfaces (Q4646769)
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scientific article; zbMATH DE number 7001502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of implied volatility surfaces |
scientific article; zbMATH DE number 7001502 |
Statements
Dynamics of implied volatility surfaces (English)
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14 January 2019
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index options pricing
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volatility surfaces
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option portfolios
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