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Option-implied information: What's the vol surface got to do with it? - MaRDI portal

Option-implied information: What's the vol surface got to do with it? (Q2211017)

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Option-implied information: What's the vol surface got to do with it?
scientific article

    Statements

    title
    Option-implied information: What's the vol surface got to do with it? (English)
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    author
    Maxim Ulrich
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    Simon Walther
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    publication date
    10 November 2020
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    zbMATH Keywords
    option-implied
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    risk-neutral variance
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    risk-neutral density
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    tail risk
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    option standardization
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    interpolation
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    Identifiers

    zbMATH DE Number
    7272119
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    OpenAlex ID
    W2915048184
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