Left Tail of Volatility-of-Volatility: evidence from international option markets

Project: Governmental Research Project

Project Details

Project Title (In Chinese)

波动率之波动率的左尾:基于国际期权市场的研究

Fund Amount (RMB)

30000.00
Project CategoryThe Natural Science Foundation of the Jiangsu Higher Education Institutions of China: General Programme
StatusFinished
Effective start/end date1/10/2130/09/23

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