Results 151 to 160 of about 3,057 (166)

Implied Volatility

2008
openaire   +1 more source

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL

Mathematical Finance, 1996
Eric Renault, Nizar Touzi
exaly  

The quality of market volatility forecasts implied by S&P 100 index option prices

Journal of Empirical Finance, 1998
exaly  

Option prices and implied volatility in the crude oil market

Energy Economics, 2019
Sindre Lorentzen
exaly  

Implied Volatility

2003
openaire   +1 more source

The forecasting accuracy of implied volatility from ECX carbon options

Energy Economics, 2014
exaly  

The information content of option-implied volatility for credit default swap valuation

Journal of Financial Markets, 2010
Charles Cao, Fan Yu, Zhaodong Zhong
exaly  

Implied Volatility

2011
openaire   +1 more source

The implied volatility smirk

Quantitative Finance, 2008
Jin E Zhang, Yi Xiang
exaly  

Implied Volatility

2005
openaire   +1 more source