Maturity cycles in implied volatility

ISSN： 0949-2984

Source： Finance and Stochastics, Vol.8, Iss.4, 2004-11, pp. : 451-477

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Deterministic implied volatility models

By Balland P

Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. : 31-44

Routledge Ltd

Access to resources Recommend Favorite

Dynamics of implied volatility surfaces

By Cont Rama da Fonseca José

Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. : 45-60

Routledge Ltd

Access to resources Recommend Favorite

Intraday volatility forecasting from implied volatility

By Byun Suk Joon Rhee Dong Woo Kim Sol

International Journal of Managerial Finance, Vol. 7, Iss. 1, 2011-02 ,pp. : 83-100

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Asymptotics of implied volatility to arbitrary order

By Gao Kun Lee Roger

Finance and Stochastics, Vol. 18, Iss. 2, 2014-04 ,pp. : 349-392

Springer Publishing Company

Access to resources Recommend Favorite

Implied non-recombining trees and calibration for the volatility smile

By Charalambous Chris Christofides Nicos Constantinide Eleni D. Martzoukos Spiros H.

Quantitative Finance, Vol. 7, Iss. 4, 2007-08 ,pp. : 459-472

Routledge Ltd

Access to resources Recommend Favorite