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Option pricing theory
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ECONIS (ZBW)
4,148
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1
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
2
GARCH
option pricing and implied FX
volatility
indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
3
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
4
On forecasting Taiwanese stock index option prices : the role of implied
volatility
index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
5
Spot market and derivative segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
6
Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Kumar, Atul
;
Raman, T. V.
;
Rastogi, Sanjay
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
Saved in:
7
Pricing and hedging options with
GARCH
-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
8
The cross-sectional relation between conditional
heteroskedasticity
, the implied
volatility
smile, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
Saved in:
9
The information content of implied
volatility
indexes for forecasting
volatility
and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
10
Forecasting
volatility
and market returns using the CBOE
Volatility
Index and its options
Stanley, Spencer T.
;
Trainor, William J.
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
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