Articles by Shaun (Xiaoyuan) Li
5次ボラティリティ・モデルを用いたスマイル曲線の変動の捉え方：SPX、SSR、そしてVIX
新しいモデルは、SPXおよびVIXのインプライド・ボラティリティの期間構造、ATMスキュー、そしてスキュー・スティッキネス比を捉えています
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