Liquidity Considerations in Estimating Implied Volatility.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 8, p. 714, doi. 10.1002/fut.21543
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 8
Results: 6
1
2
Dividend-Rollover Effect and the Ad Hoc Black-Scholes Model.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 8, p. 742, doi. 10.1002/fut.21541
- By:
- Publication type:
- Article
3
Pricing and Hedging the Smile with SABR: Evidence from the Interest Rate Caps Market.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 8, p. 773, doi. 10.1002/fut.21552
- By:
- Publication type:
- Article
4
Editor's Note.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 8, p. 713, doi. 10.1002/fut.21562
- By:
- Publication type:
- Article
5
The Information Content of Model-Free Implied Volatility.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 8, p. 792, doi. 10.1002/fut.21548
- By:
- Publication type:
- Article
6
Erratum: The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE.
- Published in:
- 2012
- Publication type:
- Erratum