. We finally discuss the implied volatility and implied order flow. It reveals the relationship between stock volatility …

This paper will provide information on what happened in the financial crisis of 2008 and how to graph volatility … which markets should be reviewed. A study of the different markets is conducted using volatility, correlation and returns in … three important trading markets — all volatility 3d graphing is performed using the Poseidon software …

The implied volatility of any stock market can be used in order to measure the future expectations of risk and returns … great importance to examine the implied volatility of the Greek stock market and measure its' relevance with the implied … volatility of the German stock market. The reason that these stock markets have been selected relies on the fact that the German …

Option prices seem to behave in ways inconsistent with the Black-Scholes model. Implied volatility varies with the … strike price in a parabolic shape that is often called the volatility 'smile.' My objective in this paper is to identify … implied probability distributions that might explain this anomaly. I develop a simulated method of moments estimation …

represented by historical volatility measures, variances etc. In contrast, using option prices allows us to study uncertainty in …

European option under local volatility and Cox-Ingersoll-Ross model of short rate is computed from one …