Using interpolated implied volatility for analysing exogenous market changes (Q6538807)
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scientific article; zbMATH DE number 7848239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using interpolated implied volatility for analysing exogenous market changes |
scientific article; zbMATH DE number 7848239 |
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Using interpolated implied volatility for analysing exogenous market changes (English)
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14 May 2024
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implied volatility
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exogenous effects
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artificial options
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constant time to maturity
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panel data
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changepoint detection
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