Asymmetric volatility risk: evidence from option markets (Q5048044)
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scientific article; zbMATH DE number 7619089
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| default for all languages | No label defined |
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| English | Asymmetric volatility risk: evidence from option markets |
scientific article; zbMATH DE number 7619089 |
Statements
Asymmetric Volatility Risk: Evidence from Option Markets* (English)
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17 November 2022
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asymmetric volatility
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VIX options
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volatility trading
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leverage effect
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risk-neutral distribution
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0.7761821150779724
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0.7569533586502075
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0.7550861835479736
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0.7402488589286804
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0.739385187625885
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