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  • Search: subject:"Maturity interpolation"
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Black-Scholes model 1 Black-Scholes-Modell 1 Fälligkeit 1 Historical simulation 1 Maturity 1 Maturity interpolation 1 Model-free implied volatility 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Simulation 1 VIX 1 Volatility 1 Volatilität 1 Weekly options 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Andersen, Torben 1 Bondarenko, Oleg 1 Gonzalez-Perez, Maria T. 1
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Review of derivatives research 1
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ECONIS (ZBW) 1
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VIX maturity interpolation
Andersen, Torben; Bondarenko, Oleg; Gonzalez-Perez, Maria T. - In: Review of derivatives research 28 (2025) 1, pp. 1-40
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