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21
Improvized implied
volatility
function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
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22
No arbitrage global parametrization for the eSSVI
volatility
surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
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23
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
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24
Average inter-security correlation coefficients : implications for the timing of
hedging
decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
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25
Portfolio insurance and
volatility
: on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
26
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
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27
Robustly
hedging
variable annuities with guarantees under jump and
volatility
risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
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28
The black scholes barenblatt equation for options with uncertain
volatility
and its application to static
hedging
Meyer, Gunter H.
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 673-703
Persistent link: https://www.econbiz.de/10003378988
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29
Theta neutral gamma
hedging
Högholm, Kenneth
;
Sundkvist, Kim
- In:
Contributions to accounting and finance : essays in …
,
(pp. 39-59)
.
2007
Persistent link: https://www.econbiz.de/10003612762
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30
Volatility
trading
Sinclair, Euan Fraser Fitzpatrick
-
2008
Persistent link: https://www.econbiz.de/10003676946
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