Option implied VIX, Skew and Kurtosis term structures
Dilip B. Madan, King Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Madan, Dilip B. ; Wang, King |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 5, p. 1-13
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| Subject: | Characteristic exponent | bilateral gamma model | Self-decomposable law | Sato process | CBOE | Zinsstruktur | Yield curve | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024921500308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662046