Consistent Pricing of Options on Leveraged ETFs
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Publisher
Elsevier BV
Reference18 articles.
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2. How Leverage Shifts and Scales a Volatility Skew: Asymptotics for Continuous and Jump Dynamics;SSRN Electronic Journal;2015
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4. Crooked volatility smiles: Evidence from leveraged and inverse ETF options;Journal of Derivatives & Hedge Funds;2013-11
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