Asymmetric volatility risk: evidence from option markets (Q5048044)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7619089
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymmetric volatility risk: evidence from option markets |
scientific article; zbMATH DE number 7619089 |
Statements
Asymmetric Volatility Risk: Evidence from Option Markets* (English)
0 references
17 November 2022
0 references
asymmetric volatility
0 references
VIX options
0 references
volatility trading
0 references
leverage effect
0 references
risk-neutral distribution
0 references
0.7761821150779724
0 references
0.7569533586502075
0 references
0.7550861835479736
0 references
0.7402488589286804
0 references
0.739385187625885
0 references
