Crooked volatility smiles : evidence from leveraged and inverse ETF options
Year of publication: |
2013
|
---|---|
Authors: | Deng, Geng ; Dulaney, Tim ; McCann, Craig ; Yan, Mike |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 4, p. 278-294
|
Subject: | exchange traded funds (ETFs) | leveraged ETFs | stochastic volatility | volatility smiles | options | Volatilität | Volatility | Indexderivat | Index derivative | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
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