Construction and Interpretation of Model-Free Implied Volatility
收藏NBER2007-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w13449
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资源简介：
The notion of model-free implied volatility (MFIV), constituting the basis for the highly publicized VIX volatility index, can be hard to measure with accuracy due to the lack of precise prices for options with strikes in the tails of the return distribution. This is reflected in practice as the VIX
提供机构：
美国国家经济研究局
创建时间：
2007-09-01
