Predictable dynamics in the implied volatility surface based on weighted least squares : evidence from soybean meal futures options in China

Cong Sui, Peter Lung and Mo Yang

Year of publication:	2020
Authors:	Sui, Cong ; Lung, Peter P. ; Yang, Mo
Subject:	commodity futures options \| implied volatilities \| term structure \| weighted least squares \| Volatilität \| Volatility \| Rohstoffderivat \| Commodity derivative \| China \| Optionspreistheorie \| Option pricing theory \| Schätztheorie \| Estimation theory \| Sojabohne \| Soybean \| Prognoseverfahren \| Forecasting model \| Kleinste-Quadrate-Methode \| Least squares method \| Zinsstruktur \| Yield curve

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