Results 151 to 160 of about 39,238 (166)

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Mathematical Finance, 2013
Rama Cont, Thomas Kokholm
exaly  

Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets

International Journal of Finance and Economics, 2015
David E Giles
exaly  

Market interdependence and volatility transmission among major crops

Agricultural Economics (United Kingdom), 2016
Cornelis Gardebroek, Manuel A Hernandez, Miguel Robles   +2 more
exaly  

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS

Mathematical Finance, 2017
Andrea Pascucci, Matthew Lorig, Stefano Pagliarani   +2 more
exaly  

PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS

Mathematical Finance, 2017
Jean-pierre Fouque, Thaleia Zariphopoulou   +1 more
exaly  

Modeling and Forecasting Realized Volatility

Econometrica, 2003
Tim Bollerslev
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Xiaoyan Zhang
exaly  

Volatility‐Spillover Effects in European Bond Markets

European Financial Management, 2007
Charlotte Christiansen
exaly  

Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach

Bernoulli, 2006
exaly  

Vast volatility matrix estimation for high-frequency financial data

Annals of Statistics, 2010
Jian Zou
exaly