Implied Volatility and the Risk-Free Rate of Return in Options Markets
Year of publication: |
2014
|
---|---|
Authors: | Bianconi, Marcelo ; MacLachlan, Scott ; Sammon, Marco |
Institutions: | Department of Economics, Tufts University |
Subject: | re-pricing options | forecasting volatility | seemingly unrelated regression | implied volatility |
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo, (2015)
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo, (2014)
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo, (2015)
- More ...
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo, (2014)
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo, (2015)
-
Implied Volatility and the Risk-Free Rate of Return in Options Markets
Bianconi, Marcelo, (2015)
- More ...