Results 231 to 234 of about 993 (234)

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

Energy Economics, 2018
Fenghua Wen
exaly  

Arbitrage-Free interpolation if Implied Volatility Surface

SSRN Electronic Journal, 2016
openaire   +1 more source

DETERMINING VOLATILITY SURFACES AND OPTION VALUES FROM AN IMPLIED VOLATILITY SMILE

2001
PETER CARR, DILIP MADAN
openaire   +1 more source

Forecasting Realized Volatility with Implied Volatility Surface: An Image-Based Approach

Yang Jinting, Wenjing Xia, YE Wuyi
openaire   +1 more source