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Heitmann, Frank - 1997

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Derivative asset analysis in models with level-dependent and stochastic volatility

Frey, Rüdiger - 1997

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Analytic derivatives and the computation of GARCH estimates

Fiorentini, Gabriele; Calzolari, Giorgio; Panattoni, Lorenzo - 1995

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Estimating the term structure of volatility and fixed-income derivative pricing

Gonçalves, Franklin de O. - In: The journal of fixed income 6 (1996) 1, pp. 32-39

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The risk and price volatility of stock options in general equilibrium

Drees, Burkhard - In: The Scandinavian journal of economics 97 (1995) 3, pp. 459-467

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Uncertain parameters, an empirical stochastic volatility model and confidence limits

Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189

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Volatility as an asset class : obvious benefits and hidden risks

Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.

Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term...

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Essays on the economics of derivatives markets

Pérignon, Christophe - 2001

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Trading volume in models of financial derivatives

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The information content of implied volatility indexes for forecasting volatility and market risk

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