Forecasting market index volatility using Ross-recovered distributions (Q5068087)
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scientific article; zbMATH DE number 7503261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting market index volatility using Ross-recovered distributions |
scientific article; zbMATH DE number 7503261 |
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Forecasting market index volatility using Ross-recovered distributions (English)
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5 April 2022
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Ross recovery
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risk-neutral
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volatility
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forecast
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options
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international
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physical distribution
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