Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807)
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scientific article; zbMATH DE number 6969438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option implied ambiguity and its information content: evidence from the subprime crisis |
scientific article; zbMATH DE number 6969438 |
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Option implied ambiguity and its information content: evidence from the subprime crisis (English)
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31 October 2018
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Choquet utility
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multiple-priors
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option implied ambiguity
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implied volatility
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realized volatility
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uncertainty
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