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Volatility forecasting in a tick data model
Rogers, Leonard C. G. - In: Forecasting volatility in the financial markets, (pp. 295-299). 2007
Persistent link: https://www.econbiz.de/10003872998
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Volatility estimation with price quanta
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001245919
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Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.; Tehranchi, M. R. - In: Finance and stochastics 14 (2010) 2, pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
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Complete models with stochastic volatility
Hobson, David G. - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001240799