in Time to Maturity on the Risk of Geometric Options -- Part II. Tourism -- A Conceptual Paper of the Smart City and …

volatility and time to maturity, as well as the risk freerate. However, both the volatility and the risk-free rate are … maturity. Moreover, the value of an option increases both as the volatility and time to maturity increase. These observations … price) and the time to maturity only. The advantage of the approach is that less simplifying assumptions are needed and much …

theoretically that the conditional variance of changes in futures prices should increase as the time-to-maturity decreases …, S&P500, Nikkei 225, Eurodollar, Treasury Bills). The conditional variance equation is augmented by time-to-maturity …, open interest and trading volume variables. I detect evidence for a role of the time-to-maturity in currency futures, and …

theoretically that the conditional variance of changes in futures prices should increase as the time-to-maturity decreases …, S&P500, Nikkei 225, Eurodollar, Treasury Bills). The conditional variance equation is augmented by time-to-maturity …, open interest and trading volume variables. I detect evidence for a role of the time-to-maturity in currency futures, and …