Domain stabilization for model-free option implied moment estimation
Geul Lee, Doojin Ryu and Li Yang
| Year of publication: |
2025
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|---|---|
| Authors: | Lee, Geul ; Ryu, Doojin ; Li, Yang |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 2, Art.-No. nbae037, p. 1-32
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| Subject: | deep-out-of-the-money options | domain stabilization | forecasting | option-implied moments | S&P500 options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339752