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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua; Rangan, Nanda K. - In: Frontiers of business research in China : selected … 6 (2012) 4, pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
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Option pricing via breakeven volatility
Hull, Blair; Li, Anlong; Qiao, Xiao - In: Financial analysts journal : FAJ 79 (2023) 1, pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
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Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
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Dynamic linkages between implied volatility indices of developed and emerging financial markets : an econometric approach
Gupta, Divya; Kamilla, Usha - In: Global business review 16 (2015) 5, pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
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Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang; Hao, Wenyan - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
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Implied volatility forecast and option trading strategy
Liu, Dehong; Liang, Yucong; Zhang, Lili; Lung, Peter P.; … - In: International review of economics & finance : IREF 71 (2021), pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
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Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15
European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the …
Persistent link: https://www.econbiz.de/10013183896
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Option valuation under no-arbitrage constraints with neural networks
Cao, Yi; Liu, Xiaoquan; Zhai, Jia - In: European journal of operational research : EJOR 293 (2021) 1, pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
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Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho - In: Global business and finance review 21 (2016) 2, pp. 86-99
Persistent link: https://www.econbiz.de/10011607982