Recovering implied volatility
Year of publication: |
2024
|
---|---|
Authors: | Kadan, Ohad ; Liu, Fang ; Tang, Xiaoxiao |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 1, p. 255-282
|
Subject: | factor models | implied volatility | options | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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