Volatility of Volatility and Leverage Effect from Options
Year of publication: |
[2023]
|
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Authors: | Chong, Carsten H. ; Todorov, Viktor |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4440172 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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