Option prices in the equity, index and commodity markets: the ``message from markets'' (Q6599198)
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scientific article; zbMATH DE number 7907648
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| English | Option prices in the equity, index and commodity markets: the ``message from markets'' |
scientific article; zbMATH DE number 7907648 |
Statements
Option prices in the equity, index and commodity markets: the ``message from markets'' (English)
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6 September 2024
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informativeness of option markets
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message from markets
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implied vol VIX
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jump-diffusion model
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crises of 1990/1991 and 2003
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Arab spring of 2011
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0.7047112584114075
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0.7046643495559692
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0.6855642199516296
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