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Swing option-implied volatility

20250 citationsJournal Article

Authors

Hendrik Kohrs · VNG (Germany)

Hermann Mühlichen · VNG (Germany)

Benjamin Auer · Friedrich Schiller University Jena

Topics & Keywords

Stochastic processes and financial applications Capital Investment and Risk Analysis Financial Risk and Volatility Modeling

Publication Details

Published in: Review of Derivatives Research

Volume 28, Issue 3

DOI: 10.1007/s11147-025-09214-7

Field-Weighted Citation Impact: 0.00

Swing option-implied volatility | Researchclopedia