Option-implied information: What's the vol surface got to do with it?
- Published in:
- Review of Derivatives Research, 2020, v. 23, n. 3, p. 323, doi. 10.1007/s11147-020-09166-0
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- Article
Works matching IS 13806645 AND DT 2020 AND VI 23 AND IP 3
Results: 4
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A note on options and bubbles under the CEV model: implications for pricing and hedging.
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- Review of Derivatives Research, 2020, v. 23, n. 3, p. 249, doi. 10.1007/s11147-019-09164-x
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- Article
3
Portfolio construction using bootstrapping neural networks: evidence from global stock market.
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- Review of Derivatives Research, 2020, v. 23, n. 3, p. 227, doi. 10.1007/s11147-019-09163-y
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- Article
4
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach.
- Published in:
- Review of Derivatives Research, 2020, v. 23, n. 3, p. 273, doi. 10.1007/s11147-019-09165-w
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- Publication type:
- Article