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Spiking the Volatility Punch - MaRDI portal

Spiking the Volatility Punch (Q4994679)

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scientific article; zbMATH DE number 7361329
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English
Spiking the Volatility Punch
scientific article; zbMATH DE number 7361329

    Statements

    Spiking the Volatility Punch (English)
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    21 June 2021
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    volatility modelling
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    VIX
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    SPIKES
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    American options
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    exercise boundary
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