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Search: subject:"Implied correlation index"
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Finance research letters
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1
Stochastic volatility models for the
implied
correlation
index
: evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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2
Estimating realistic implied correlation matrix from option prices
Numpacharoen, Kawee
;
Numpacharoen, Nattachai
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 401-406
Persistent link: https://www.econbiz.de/10010239524
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