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Option pricing via breakeven volatility
Hull, Blair; Li, Anlong; Qiao, Xiao - In: Financial analysts journal : FAJ 79 (2023) 1, pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
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Correlated idiosyncratic volatility shocks
Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
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The risk-reversal premium
Hull, Blair; Sinclair, Euan - In: The journal of investment strategies 11 (2022) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10014335810