The term structure of S\&P 100 model-free volatilities (Q5397441)
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scientific article; zbMATH DE number 6260390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The term structure of S\&P 100 model-free volatilities |
scientific article; zbMATH DE number 6260390 |
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The term structure of S&P 100 model-free volatilities (English)
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20 February 2014
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volatility modelling
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empirical finance
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options volatility
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options
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applied econometrics
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0.7816650867462158
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0.7602449655532837
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0.743442952632904
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0.7381882667541504
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0.7378202080726624
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