Open AccessOption-Implied Measures of Equity Risk
Author(s) -
Bo Young Chang,
Peter Christoffersen,
Kris Jacobs,
Gregory Vainberg
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1416753
Subject(s) - skewness , equity (law) , implied volatility , volatility (finance) , economics , econometrics , valuation of options , volatility smile , beta (programming language) , actuarial science , financial economics , computer science , political science , law , programming language
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