Results 101 to 110 of about 117,062 (250)
A remark on Gatheral's 'most-likely path approximation' of implied volatility [PDF]
, 2009 Martin Keller‐Ressel, Josef Teichmann
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THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET [PDF]
Options with different maturities can be used to generate volatility estimates for non-overlapping future time intervals. This paper develops the term structure of volatility implied by corn futures options, and evaluates the informational content of the
Egelkraut, Thorsten M. +2 more
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Information Content of Adjusted Implied Volatility in the KOSPI 200 Index Options Market
, 2009 Byung Jin Kang +2 more
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Asymptotic Expansions of the Lognormal Implied Volatility: A Model Free Approach
, 2011 Cyril Grunspan
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Implied Volatility from Local Volatility: A Path Integral Approach
, 2014 Tai‐Ho Wang, Jim Gatheral
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Fitting and testing for the implied volatility curve using parametric models [PDF]
, 2011 Chuang‐Chang Chang +2 more
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Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models. [PDF]
Appl Math Finance, 2016 Gerhold S, Gülüm IC, Pinter A.
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Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets [PDF]
Replaced with revised version of paper 07/22/11 and 2/14/2012.Volatility Spillovers, Implied Volatility, Structural Change, Risk and Uncertainty,
Goodwin, Barry K., Zhao, Jieyuan
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