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Market-makers' supply and pricing of financial market liquidity

Shen, Pu; Starr, Ross M. - In: Economics letters 76 (2002) 1, pp. 53-58

Persistent link: https://www.econbiz.de/10001672132

Market makers' supply and pricing of financial market liquidity

Shen, Pu; Starr, Ross M. - 2000

Persistent link: https://www.econbiz.de/10001541205

Market makers' supply and pricing of financial market liquidity

Shen, Pu; Starr, Ross M. - 2000

Persistent link: https://www.econbiz.de/10001543164

Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets

Habiba, Umm E.; Shen, Peilong; Hamid, Kashif; Shahzad, … - In: Global business review 22 (2021) 5, pp. 1131-1145

Persistent link: https://www.econbiz.de/10012660316

Non Parametric Calibration of the Local Volatility Surface for European Options Using a Second Order Tikhonov Regularization

Geng, Jian - 2013

We calibrate the local volatility surface for European options across all strikes and maturities of the same underlying. There is no interpolation or extrapolation of either the option prices or the volatility surface. We do not make any assumption regarding the shape of the volatility surface...

Persistent link: https://www.econbiz.de/10013087129