Results 171 to 180 of about 990 (183)

On Implied Volatility Surface Construction for Stochastic Investment Models

Communications in Computer and Information Science, 2019
S G Shorokhov, Maxim Fomin
exaly  

Can the implied volatility surface move by parallel shifts?

Finance and Stochastics, 2008
L C G Rogers, Rogers L C G
exaly  

Arbitrage-free conditions for implied volatility surface by Delta

North American Journal of Economics and Finance, 2019
Ximei Wang, Yanlong Zhao
exaly  

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance, 2012
Masaaki Fukasawa
exaly  

Implied volatility surface predictability: The case of commodity markets

Journal of Banking and Finance, 2019
Fearghal Kearney, Han Lin Shang, Lisa Sheenan   +2 more
exaly  

An efficient estimate and forecast of the implied volatility surface: A nonlinear Kalman filter approach

Economic Modelling, 2016
exaly  

Dynamics of implied volatility surfaces from random matrix theory

Physica A: Statistical Mechanics and Its Applications, 2010
Soo Yong Kim
exaly  

Implied Volatility Surface

2010
Jim Gatheral
exaly  

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

Journal of Empirical Finance, 1998
exaly  

The forecasting accuracy of implied volatility from ECX carbon options

Energy Economics, 2014
exaly