Implied volatility

被引:0
|
作者
不详
机构
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:23 / 57
页数:35
相关论文
共 50 条
  • [1] The stock implied volatility and the implied dividend volatility
    Quaye, Enoch
    Tunaru, Radu
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2022, 134
  • [2] Volatility of implied volatility and mergers and acquisitions
    Betton, Sandra
    El Meslmani, Nabil
    Switzer, Lorne N.
    JOURNAL OF CORPORATE FINANCE, 2022, 75
  • [3] Recovering Implied Volatility
    Kadan, Ohad
    Liu, Fang
    Tang, Xiaoxiao
    MANAGEMENT SCIENCE, 2024, 70 (01) : 255 - 282
  • [4] The implied volatility smirk
    Zhang, Jin E.
    Xiang, Yi
    QUANTITATIVE FINANCE, 2008, 8 (03) : 263 - 284
  • [5] Implied Levy volatility
    Manuel Corcuera, Jose
    Guillaume, Florence
    Leoni, Peter
    Schoutens, Wim
    QUANTITATIVE FINANCE, 2009, 9 (04) : 383 - 393
  • [6] Improved differential approach to computing implied volatility - Implied volatility surface model
    Zhang, Ai-Ling
    Wu, Chong-Feng
    Shanghai Jiaotong Daxue Xuebao/Journal of Shanghai Jiaotong University, 2007, 41 (12): : 1985 - 1989
  • [7] PATTERNS OF 50 ETF OPTIONS IMPLIED VOLATILITY IN CHINA: ON IMPLIED VOLATILITY FUNCTIONS
    Li, Pengshi
    Lin, Yan
    Zhong, Yuting
    E & M EKONOMIE A MANAGEMENT, 2021, 24 (01): : 135 - 145
  • [8] Intraday volatility forecasting from implied volatility
    Byun, Suk Joon
    Rhee, Dong Woo
    Kim, Sol
    INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, 2011, 7 (01) : 83 - +
  • [9] ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS
    Gatheral, Jim
    Hsu, Elton P.
    Laurence, Peter
    Ouyang, Cheng
    Wang, Tai-Ho
    MATHEMATICAL FINANCE, 2012, 22 (04) : 591 - 620
  • [10] Computing the implied volatility in stochastic volatility models
    Berestycki, H
    Busca, J
    Florent, I
    COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 2004, 57 (10) : 1352 - 1373