Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Volatility of volatility and leverage effect from options - MaRDI portal

Volatility of volatility and leverage effect from options (Q6118716)

From MaRDI portal
scientific article; zbMATH DE number 7822307
Language Label Description Also known as
English
Volatility of volatility and leverage effect from options
scientific article; zbMATH DE number 7822307

    Statements

    title
    Volatility of volatility and leverage effect from options (English)
    0 references
    author
    Carsten H. Chong
    0 references
    Viktor Todorov
    0 references
    publication date
    21 March 2024
    0 references
    zbMATH Keywords
    characteristic function
    0 references
    leverage effect
    0 references
    nonparametric estimation
    0 references
    options
    0 references
    volatility of volatility
    0 references
    cites work
    Q5495335
    0 references
    Q4778955
    0 references

    Identifiers

    arXiv ID
    2305.04137
    0 references
    zbMATH DE Number
    7822307
    0 references
    Wikidata QID
    Q129577304
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6118716&oldid=37868008"
    Powered by MediaWiki