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The quality of market volatility forecasts implied by S&P 100 index option prices
Journal of Empirical Finance, 1998exaly
DETERMINING VOLATILITY SURFACES AND OPTION VALUES FROM AN IMPLIED VOLATILITY SMILE
2001PETER CARR, DILIP MADAN
openaire +1 more source
Forecasting Realized Volatility with Implied Volatility Surface: An Image-Based Approach
Yang Jinting, Wenjing Xia, YE Wuyiopenaire +1 more source