Assessing the performance of symmetric and asymmetric implied volatility functions
Panayiotis C. Andreou; Chris Charalambous; Spiros H. Martzoukos
| Year of publication: |
2014
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|---|---|
| Authors: | Andreou, Panayiotis C. ; Charalambous, Chris ; Martzoukos, Spiros A. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 42.2014, 3, p. 373-397
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| Subject: | Option pricing | Deterministic volatility functions | Implied volatility forecasting | Model selection | Stochastic volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010391631