MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX (Q5198953)
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scientific article; zbMATH DE number 5937825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX |
scientific article; zbMATH DE number 5937825 |
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MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX (English)
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10 August 2011
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model-free implied volatility index
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volatility forecasting
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volatility surface
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variance swaps
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