Engineering Tail-Risk in Volatility Carry: Evidence from TSLA (2025) and Index Expiration Structure

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Behrooz Mohazzabi

DOI: 10.2139/ssrn.6118566

Cited by: 0

Fields of Study & Subjects

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling