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Volatility risk structure for options depending on extrema
Tomonori Nakatsu
Department of Mathematical Sciences
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peer-review
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Dive into the research topics of 'Volatility risk structure for options depending on extrema'. Together they form a unique fingerprint.
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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%