Knowledge mapping of studies on implied volatility in equity derivatives markets : a bibliometric approach
Year of publication: |
2023
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Authors: | Sharma, Vijay Kumar ; Bhatia, Satinder |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 9.2023, 3, p. 188-207
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Subject: | bibliometric analysis | implied volatility | implied volatility surface | literature review | option pricing | Bibliometrie | Bibliometrics | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa, (2015)
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Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine, (2021)
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A bias in the volatility smile
Chance, Don M., (2017)
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Trade liberalisation and diversification in select developing countries
Bhatia, Satinder, (1999)
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The soyabean market : world situation and prospects for India
Bhatia, Satinder, (1995)
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Perspectives on Indian agriculture : (including allied activities and select primary manufactures)
Bhatia, Satinder, (1998)
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