We examine whether the dynamics of the implied volatility surface of individual equity options contains exploitable …. In particular, we explore the possibility that the dynamics of the implied volatility surface of individual equity … options may be associated with movements in the volatility surface of S&P 500 index options. We present evidence of strong …

This study focus on applying the Heston's stochastic volatility model, to the Greek stock market, by estimating the … futures values of volatility …