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Volatility uncertainty, time d...
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71
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
72
A study on the efficiency of option markets : short-term vesus long-term : an implied
volatility
approach
Wang, Guan Jun
;
Islam, Mazhar M.
;
Bonollo, Michele
- In:
Global review of business and economic research
10
(
2014
)
1
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010438435
Saved in:
73
Implied
volatility
of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
74
Implied
volatility
forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
75
Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno
;
Venter, Pierre J.
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-15
European call options using a constructed implied
volatility
surface. The prices generated by the ANN were compared to the …
Persistent link: https://www.econbiz.de/10013183896
Saved in:
76
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok
;
Singh, Shivam
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
Saved in:
77
Fair value accounting in the absence of prudence in accounting standards : an illustration with exotic derivatives
Marabel-Romo, Jacinto
;
Guiral, Andrés
;
Crespo Espert, …
- In:
Spanish journal of finance and accounting
46
(
2017
)
2/174
,
pp. 145-167
Persistent link: https://www.econbiz.de/10012128154
Saved in:
78
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
79
Is Petrobras options market efficient? : a study using the delta-gamma neutral strategy
Araújo, Gustavo Silva
;
Ribeiro, Ricardo Alves Carmo
- In:
Latin American business review : journal of the …
17
(
2016
)
4
,
pp. 315-331
Persistent link: https://www.econbiz.de/10011649370
Saved in:
80
Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare
;
Srikanth, Potharla
- In:
Global business review
17
(
2016
)
6
,
pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
Saved in:
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