Results 251 to 260 of about 9,678 (267)

Economic policy uncertainty and stock market volatility

Finance Research Letters, 2015
Li Liu
exaly  

COVID-19 and stock market volatility: An industry level analysis

Finance Research Letters, 2020
Seungho Baek
exaly  

Forward Equations and Local Volatility Calibration

2017
Huge, Brian, Danske Bank
openaire   +1 more source

Emerging equity market volatility

Journal of Financial Economics, 1997
Campbell R Harvey
exaly  

Big data analytics for financial Market volatility forecast based on support vector machine

International Journal of Information Management, 2020
Rongjun Yang, Yuanjun Zhao
exaly  

Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002
Neil Shephard
exaly  

Forward Volatility and Callability

2012
openaire   +1 more source

The Forward Smile in Local–Stochastic Volatility Models

2016
We introduce an approximation of forward start options in a multi-factor local-stochastic volatility model. We derive explicit expansion formulas for the so-called forward implied volatility which can be useful to price complex path-dependent options, as cliquets.
openaire   +1 more source

LNG Forward Pricing Model Based on Stochastic Volatility

Advances in Applied Mathematics, 2020
openaire   +1 more source

Forward-Start Options in Stochastic Volatility Model

Wilmott, 2003
openaire   +1 more source