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~accessRights:"free"
~isPartOf:"Computational management science"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
~type_genre:"Statistik"
~type_genre:"Übersichtsarbeit"
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Volatility
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Computational management science
Journal of risk and financial management : JRFM
78
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ECONIS (ZBW)
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1
Implied volatility smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
2
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
3
Using interpolated implied volatility for analysing exogenous market changes
Maciak, Matúš
;
Vitali, Sebastiano
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636790
Saved in:
4
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
5
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
Frezza, Massimiliano
;
Bianchi, Sergio
;
Pianese, Augusto
- In:
Computational management science
19
(
2022
)
1
,
pp. 99-132
Persistent link: https://www.econbiz.de/10012817299
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