EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS
type: Dataset
description: International audience
issued: 2026-05-10T16:33:33.111283
language: en
modified: 2026-05-10T16:33:33.111288
contact point: Organization
  fn: CCSD
keyword: basket-options
keyword: bayesian-model-averaging
keyword: convex-duality
keyword: correlation-matrix
keyword: infoeu-reposemanticsarticle
keyword: inverse-problems
keyword: journal-articles
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: model-calibration
keyword: model-uncertainty
keyword: monte-carlo-simulation
keyword: qfincpquantitative-finance-q-fincomputational-finance-q-fincp
landing page: 0960-1627

EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS
type: Distribution
format: HTML
issued: 2026-05-10T16:33:33.115867
modified: 2026-05-10T16:33:33.095179
access URL: https://hal.science/hal-00835272

test_moissonnage_selune
type: Agent