SMEAL WIKI

Volatility swap

OpenAlex concept - C192620184

Field
Subfield
Domain
OpenAlex	C192620184

Smeal faculty

Charles Cao - score 1.4

Papers

The information content of option-implied volatility for credit default swap valuation (2010) - cites 234
The Information Content of Option-Implied Volatility for Credit Default Swap Valuation (2009) - cites 99