Pages that link to "Item:Q5371136"
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The following pages link to LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (Q5371136):
Displaying 9 items.
- Dissecting the tracking performance of regular and leveraged VIX ETPs (Q2423929) (← links)
- Rational pricing of leveraged ETF expense ratios (Q2675246) (← links)
- Leveraged Exchange-Traded Funds (Q2798416) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
- Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility (Q4635252) (← links)
- Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- Robust replication of volatility and hybrid derivatives on jump diffusions (Q6054385) (← links)