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The effect of oil price uncertainty on corporate investment in the presence of growth options : evidence from listed companies in China (1998–2019)

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Option prices with uncertain fundamentals : theory and evidence on the dynamics of implied volatilities

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Principal Measures of Investment Risk : The Price Density Function - A Tool for Finding Volatility, Sensitivity, Duration, Convexity

Mangoro, Tinashe - 2013

This essay explores the link between the exponential probability density function and the present value function coupled with moment theory to derive important non probabilistic parameters from the Present value function in which are then used to derive a measure of the volatility of interest...

Persistent link: https://www.econbiz.de/10013095900