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Volatility model applications in China's SSE50 options market
Chi, Yeguang; Hao, Wenyan; Zhang, Yifei - In: The journal of futures markets 42 (2022) 9, pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
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Bias reduction in spot volatility estimation from options
Todorov, Viktor; Zhang, Yang - In: Journal of econometrics 234 (2023) 1, pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang; Hao, Wenyan - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
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Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona; Uboldi, Adamo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 2, pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
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A review of real options approaches : applying models to value a medical device project
Barton, Kelsey; Lawryshyn, Yuri - In: International journal of business innovation and research 11 (2016) 1, pp. 110-132
Persistent link: https://www.econbiz.de/10011667629
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Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
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Joint modelling of S&P500 and VIX indices with rough fractional Ornstein-Uhlenbeck volatility model
Önalan, Ömer - In: Romanian journal of economic forecasting 25 (2022) 1, pp. 68-84
Persistent link: https://www.econbiz.de/10013411688