use of Monte Carlo simulations and options theory. Our method considers the options embedded in Continental European lease … extent the options exercised by the tenant significantly affect the owner's income. Our main findings are that simulated cash … flows which take account of such options are more reliable that those usually computed by the traditional method of …

We investigate in this paper the recovery of the local volatility surface in a parametric framework similar to that of …

this paper, we first extract implied volatility indicators from the prices of the most actively traded option contracts on …

initial issue is the impact of derivatives on the volatility of the underlying assets, but empirical findings do not suggest …

tested. Empirical results are confronted with the predictions of stochastic volatility models. The study reveals that while … the modeling of stochastic volatility gives more robust models, the market does not process information on the realized …

tested. Empirical results are confronted with the predictions of stochastic volatility models. The study reveals that while … the modeling of stochastic volatility gives more robust models, the market does not process information on the realized …

not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully …

The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC … market volatility, especially in Mexico. …