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A functional analysis approach to the static replication of European options
Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 21 (2021) 4, pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
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The limitations of estimating implied densities from option prices
Shelton, Austin; Kane, Hayden; Favreau, Charles - In: Quantitative finance 21 (2021) 11, pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Quantitative finance 22 (2022) 2, pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
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Leveraging a call-put ratio as a trading signal
Houlihan, Patrick; Creamer Guillén, Germán - In: Quantitative finance 19 (2019) 5, pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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Algorithmic market making for options
Baldacci, Bastien; Bergault, Philippe; Guéant, Olivier - In: Quantitative finance 21 (2021) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
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Implied roughness in the term structure of oil market volatility
Alfeus, Mesias; Nikitopoulos, Christina Sklibosios; … - In: Quantitative finance 24 (2024) 3/4, pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
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The volatility risk premium in the oil market
Bouchouev, Ilia; Johnson, Brett - In: Quantitative finance 22 (2022) 8, pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
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Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.; Ngo, Julie T. D. - In: Quantitative finance 22 (2022) 11, pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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Empirical deep hedging
Mikkilä, Oskari; Kanniainen, Juho - In: Quantitative finance 23 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
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A data-driven deep learning approach for options market making
Lai, Qianhui; Gao, Xuefeng; Li, Lingfei - In: Quantitative finance 23 (2023) 5, pp. 777-797
Persistent link: https://www.econbiz.de/10014304348