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Investment / VIX / Volatility / Implied volatility / Stochastic volatility / Valuation of options / Option / Volatility arbitrage / Mathematical finance / Financial economics / Finance


Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme
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Document Date: 2013-04-23 11:29:25

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File Size: 1,70 MB

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Company

Chicago Board Options Exchange / Donaldson / Elsevier B.V. / /

Country

Switzerland / United States / /

Currency

pence / /

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Facility

University of Warwick / Swiss Finance Institute / United Kingdom University of Lugano / /

IndustryTerm

results and algorithms / geopolitical driven oil crises / /

MarketIndex

S&P Compounded / S&P 500 / CPI and IP / S&P / CPI and the IP / VIX / /

Organization

Swiss Finance Institute / University of Michigan Consumer Sentiment / University of Warwick / United Kingdom University of Lugano / the University of Michigan / United Kingdom Imperial College Business School / /

Person

Valentina Corradi / Antonio Mele / Walter Distaso / KðtÞ / /

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Position

King / Rt / Corresponding author / model / /

PublishedMedium

Journal of Monetary Economics / /

Technology

aV / simulation / results and algorithms / /

URL

http /

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