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Option prices, implied price processes, and stochastic volatility
Britten-Jones, Mark; Neuberger, Anthony - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 839-866
Persistent link: https://www.econbiz.de/10001497298
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Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000937935
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On the network size for neuro-based stock option forecasting system : experimental evaluation
Dohi, Tadashi - In: Stochastic modelling in innovative manufacturing : …, (pp. 337-347). 1997
Persistent link: https://www.econbiz.de/10001319849
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Evaluating forecasts of correlation using option pricing
Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian; López Marín, José Alberto - 1997
Persistent link: https://www.econbiz.de/10001380840
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Dividend predicting using put-call parity
Brooks, Raymond M. - In: International review of economics & finance : IREF 3 (1994) 4, pp. 373-392
Persistent link: https://www.econbiz.de/10001177077
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Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182