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A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface - MaRDI portal

A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface (Q5019766)

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scientific article; zbMATH DE number 7455108
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A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface
scientific article; zbMATH DE number 7455108

    Statements

    title
    A Long-Term Model of the Dynamics of the S&P500 Implied Volatility Surface (English)
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    author
    Martin le Roux
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    publication date
    10 January 2022
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    Identifiers

    zbMATH DE Number
    7455108
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    OpenAlex ID
    W1548721540
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