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The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R., (2016)
Jump risk implicit in options market
Chen, Qiang, (2025)
Hedging Volatility Risk of Exotic Structures Using Variance Derivatives
Zarov, Iliyan Radev, (2012)
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
Edwards, Craig Steven, (2006)