S&P 500 Index Option Surface Drivers and their Real World and Risk Neutral Covariations
Keyword(s):
2020 ◽
Vol 23
(03)
◽
pp. 2050020
2011 ◽
Vol 19
(3)
◽
pp. 251-280
Keyword(s):
2004 ◽
Vol 41
(1)
◽
pp. 19-34
◽
2015 ◽
Vol 15
(12)
◽
pp. 2021-2040
◽