Pages that link to "Item:Q5157846"
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The following pages link to OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846):
Displaying 10 items.
- Implied volatility and skewness surface (Q1621628) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
- Financial finance (Q6644194) (← links)
- Short Option Maturity Term Structures of Skewness and Excess Kurtosis* (Q6671995) (← links)