Volatility risk structure for options depending on extrema

Mathematics

• Vega 100%
• Black-Scholes Model 93%
• Volatility 77%
• Extremum 71%
• Stock Prices 45%
• Standard Model 38%
• Diffusion Process 32%
• Elasticity 31%
• Calculate 26%
• Perturbation 23%
• Decompose 21%

Business & Economics

• Vega 97%
• Volatility Risk 86%
• Black-Scholes Model 83%
• Diffusion Process 54%
• Perturbation 38%
• Decomposition 37%
• Call Option 37%
• Elasticity 28%
• Stock Prices 27%

Engineering & Materials Science

• Elasticity 31%
• Decomposition 24%