A long-term model of the dynamics of the S\&P500 implied volatility surface (Q5019766)
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scientific article; zbMATH DE number 7455108
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| English | A long-term model of the dynamics of the S\&P500 implied volatility surface |
scientific article; zbMATH DE number 7455108 |
Statements
A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface (English)
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10 January 2022
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0.856083869934082
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0.8432326316833496
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0.8191631436347961
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0.8101890683174133
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0.7966788411140442
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