The dynamics of the S\&P 500 implied volatility surface (Q375491)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The dynamics of the S\&P 500 implied volatility surface |
scientific article; zbMATH DE number 6221292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamics of the S\&P 500 implied volatility surface |
scientific article; zbMATH DE number 6221292 |
Statements
The dynamics of the S\&P 500 implied volatility surface (English)
0 references
30 October 2013
0 references
volatility smile
0 references
volatility surface
0 references
implied volatility
0 references
principal components analysis
0 references
