Results 211 to 220 of about 15,207 (237)

Volatility Smile and Delta Hedging

2014
The thesis describes and applies two parametric option pricing models which partially ease the well-known discrepancy between real world and Black-Scholes model. Stochastic volatility and jumps encompassed by Heston and SVJ models explain implied volatility smile and its heterogeneous term-structure.
openaire   +1 more source

Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy

Energy Economics, 2020
David Iheke Okorie, Boqiang Lin
exaly  

Volatility Smile

2008
openaire   +1 more source

Oil volatility, oil and gas firms and portfolio diversification

Energy Economics, 2018
Nikolaos Antonakakis, Juncal Cunado, George Filis   +2 more
exaly  

High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets

Energy Economics, 2018
Jiawen Luo, Qiang Ji
exaly  

Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models

Energy Economics, 2020
Feng, Yin Liao, Lu Wang
exaly  

Volatility smile

2015
openaire   +1 more source

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly  

Saturation Vapor Pressures and Transition Enthalpies of Low-Volatility Organic Molecules of Atmospheric Relevance: From Dicarboxylic Acids to Complex Mixtures

Chemical Reviews, 2015
Merete Bilde, Kelley Barsanti, Christopher Cappa   +2 more
exaly  

Implied volatility and volatility smiles

2018
openaire   +1 more source