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The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R., (2016)
Jump risk implicit in options market
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Using option pricing information to time diversify portfolio returns
Scholes, Myron S., (2023)
Option pricing with continuous-time Markov chain regime switching
Edwards, Craig Steven, (2004)
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven, (2005)
Integrating delta : an intuitive single-integral approach to pricing European options on diverse stochastic processes
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