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Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options - MaRDI portal

Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824)

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scientific article; zbMATH DE number 6915799
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English
Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options
scientific article; zbMATH DE number 6915799

    Statements

    title
    Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (English)
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    publication date
    10 August 2018
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    zbMATH Keywords
    VIX options
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    moment formulas
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    extreme strikes
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    model free
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    cites work
    Q3771297
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    Identifiers

    DOI
    10.1137/141001615
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    zbMATH DE Number
    6915799
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    OpenAlex ID
    W3120017495
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    arXiv ID
    2101.00299
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    Wikidata QID
    Q130039375
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