Option Implied VIX, Skew and Kurtosis Term Structure Indices
Year of publication: |
2020
|
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Authors: | Madan, Dilip B. |
Other Persons: | Wang, King (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Volatilität | Volatility |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 17, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3654563 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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