Results 151 to 160 of about 117,062 (250)

The quantile time-frequency connectedness of economic policy uncertainty between China and the G7 countries. [PDF]

PLoS One
Zhao J, Chen G, Song Y.
europepmc   +1 more source

Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression

, 2015
Jozef Baruník, Michaela Barunikova
openalex   +1 more source

A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]

Heliyon
Liu J, Zhou L, Yu H.
europepmc   +1 more source

Techniques for creating consistent, stable and robust real time implied volatility calibrations in the nascent cryptocurrency markets where the distribution of returns and liquidity vary

gregoire magadini, Euan Sinclair, Sam Chepal   +2 more
openalex   +1 more source

The Exact Implied Volatility Smile for Exponential Lévy Models

, 2012
Matthew Lorig
openalex   +1 more source

Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]

Entropy (Basel)
Batrancea LM, Akgüller Ö, Balcı MA, Altan Koç D, Gaban L.   +4 more
europepmc   +1 more source

The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework

, 2017
Andrea Barletta, Elisa Nicolato, Stefano Pagliarani   +2 more
openalex   +1 more source

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

Quanto Implied Volatility Smile

, 2014
Alessandro Cesarini, Stefano Giovannitti
openalex   +1 more source

Empirical study on the relationship between economic growth and implied carbon emissions in Western China's undertaking of international industrial transfer. [PDF]

Sci Rep
Wang Y, Wang L, Wang Y, Wu Y, Li M, Wang X, Zhou W.   +6 more
europepmc   +1 more source