VIX maturity interpolation (Q6875339)
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scientific article; zbMATH DE number 8144348
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | VIX maturity interpolation |
scientific article; zbMATH DE number 8144348 |
Statements
VIX maturity interpolation (English)
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14 January 2026
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VIX
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model-free implied volatility
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maturity interpolation
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weekly options
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historical simulation
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