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Simulating the evolution of the implied distribution
Skiadopoulos, George; Hodges, Stewart D. - In: European financial management : the journal of the … 7 (2001) 4, pp. 497-521
Persistent link: https://www.econbiz.de/10001627611
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The dynamics of implied volatility surfaces
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Decision making : recent developments and worldwide …, (pp. 197-211). 2010
Persistent link: https://www.econbiz.de/10009152462
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The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Review of derivatives research 3 (1999) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10001493260