Dynamics of implied volatility surfaces

ISSN： 1469-7688

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

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

Implied volatility surfaces: uncovering regularities for options on financial futures

By Tompkins Robert G.

The European Journal of Finance, Vol. 7, Iss. 3, 2001-09 ,pp. : 198-230

Routledge Ltd

Access to resources Recommend Favorite

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

Maturity cycles in implied volatility

By Fouque Jean-Pierre

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

Springer Publishing Company

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