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VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I. - In: Review of Pacific Basin financial markets and policies … 25 (2022) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10013370987
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Market Expectations and Option Prices : Techniques and Applications
Mandler, Martin - 2003
represented by historical volatility measures, variances etc. In contrast, using option prices allows us to study uncertainty in …
Persistent link: https://www.econbiz.de/10013519008
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The systemic risk approach based on implied and realized volatility
Sakowski, Paweł; Sieradzki, Rafał; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014305898
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VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I. - 2024
Persistent link: https://www.econbiz.de/10015045557
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Calculating the optimal exercise boundary of American put options with an approximation formula
Zhu, Song-ping - 2005
Persistent link: https://www.econbiz.de/10002756673
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Options and market completeness
Galvani, Valentina - 2005
Persistent link: https://www.econbiz.de/10003905319
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Essays on the pricing, hedging and informational content of options
Horn, David - 2011
Persistent link: https://www.econbiz.de/10009378786
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Fair value and risk profile for presale contracts of condominiums
Choi, Jin; Rasmussen, Henning; Davison, Matt - In: The journal of real estate finance and economics 44 (2012) 4, pp. 472-504
Persistent link: https://www.econbiz.de/10009581829
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An introduction to financial option valuation : mathematics, stochastics and computation
Higham, Desmond J. - 2004
Persistent link: https://www.econbiz.de/10001851364
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Pricing seats as barrier options: implications for the future markets
Paris, Francesco M. - In: Financial modelling : with 74 tables : [a selection of …, (pp. 291-307). 2000
Persistent link: https://www.econbiz.de/10001485017