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  Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index
 
 
Title: Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index
Author: Stahl, Philip
Appeared in: Review of derivatives research
Paging: Volume 25 () nr. 3 pages 315-339
Year: 2022-09-18
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 4 found articles
 
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