LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (Q5371136)
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scientific article; zbMATH DE number 6797485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS |
scientific article; zbMATH DE number 6797485 |
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LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (English)
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24 October 2017
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implied volatility
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local-stochastic volatility
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leveraged exchange-traded fund
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implied volatility scaling
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