Spiking the Volatility Punch (Q4994679)
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scientific article; zbMATH DE number 7361329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spiking the Volatility Punch |
scientific article; zbMATH DE number 7361329 |
Statements
Spiking the Volatility Punch (English)
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21 June 2021
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volatility modelling
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VIX
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SPIKES
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American options
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exercise boundary
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