Electronic copy available at: http://ssrn.com/abstract=2043503 Robust Calculation of MFIV from Calibrated Surfaces Philip Stahl∗and Philipp B. Rindler† Working Paper…
Slide 1 Implied Volatility Index Kyu Won Choi March 2, 2011 Econ 201FS + Implied Volatility Index Implied Volatility Index With observed option prices, market’s estimate…