Volatility information difference between CDS, options, and the cross section of options returns (Q4957262)
From MaRDI portal
scientific article; zbMATH DE number 7390955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility information difference between CDS, options, and the cross section of options returns |
scientific article; zbMATH DE number 7390955 |
Statements
Volatility information difference between CDS, options, and the cross section of options returns (English)
0 references
3 September 2021
0 references
implied volatility
0 references
CDS
0 references
equity returns
0 references
equity option
0 references
