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 this page instead for the normal view: Asymmetric Volatility Risk: Evidence from Option Markets* |
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
