adding power to stochastic volatility and jump diffusion models. Anchoring versions converge to corresponding Black …-Scholes, stochastic volatility, and jump diffusion models if adjustments to underlying currency risks to get to option risks are correct …

This paper provides an empirical study on the predictability of implied volatility using dataset collected from the … implied volatility characteristics across various maturities. We applied both in and out-of-sample tests that include the … provides evidence of non-random movement in the implied volatility series and indicates predictability of implied volatility …