Implicit expectiles and measures of implied volatility
Year of publication: |
2018
|
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Authors: | Bellini, Fabio ; Mercuri, Lorenzo ; Rroji, Edit |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 11, p. 1851-1864
|
Subject: | Expectiles | Implied volatility | Interexpectile difference | VIX index | Volatilität | Volatility | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Messung | Measurement |
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