Understanding the Implied Volatility Surface for Options on a Diversified Index

ISSN： 1387-2834

Source： Financial Engineering and the Japanese Markets, Vol.11, Iss.1, 2005-08, pp. : 55-77

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

The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black-Scholes Model

By Takaoka Koichiro

Financial Engineering and the Japanese Markets, Vol. 17, Iss. 4, 2010-12 ,pp. : 391-436

Springer Publishing Company

Access to resources Recommend Favorite

Foreign exchange options markets inefficiency:The abnormal profits generated by an implied volatility based rule

By Clyde W.C. Gislason J.

Global Finance Journal, Vol. 6, Iss. 1, 1995-03 ,pp. : 9-24

Elsevier

Access to resources Recommend Favorite

A Note on Computation of Implied Volatility

By Kagenishi Y.

Financial Engineering and the Japanese Markets, Vol. 8, Iss. 4, 2001-12 ,pp. : 361-368

Springer Publishing Company

Access to resources Recommend Favorite

Implied volatility dynamics in the foreign exchange markets

By Kim M. Kim M.

Journal of International Money and Finance, Vol. 22, Iss. 4, 2003-08 ,pp. : 511-528

Elsevier

Access to resources Recommend Favorite

Assessing the performance of symmetric and asymmetric implied volatility functions

By Andreou Panayiotis Charalambous Chris Martzoukos Spiros

Review of Quantitative Finance and Accounting, Vol. 42, Iss. 3, 2014-04 ,pp. : 373-397

Springer Publishing Company

Access to resources Recommend Favorite