An approximation formula for normal implied volatility under general local stochastic volatility models.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1043, doi. 10.1002/fut.21931
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 9
Results: 9
1
2
A hybrid information approach to predict corporate credit risk.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1062, doi. 10.1002/fut.21930
- By:
- Publication type:
- Article
3
Good jump, bad jump, and option valuation.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1097, doi. 10.1002/fut.21929
- By:
- Publication type:
- Article
4
Pairs‐trading and spread persistence in the European stock market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 998, doi. 10.1002/fut.21927
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- Publication type:
- Article
5
What drives informed trading before public releases? Evidence from natural gas inventory announcements.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1079, doi. 10.1002/fut.21926
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- Publication type:
- Article
6
VIX futures pricing with conditional skewness.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1126, doi. 10.1002/fut.21925
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- Publication type:
- Article
7
Modeling temperature behaviors: Application to weather derivative valuation.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1152, doi. 10.1002/fut.21923
- By:
- Publication type:
- Article
8
Is stock return predictability of option‐implied skewness affected by the market state?
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 1024, doi. 10.1002/fut.21921
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 38, Number 9, September 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 9, p. 997, doi. 10.1002/fut.21876
- Publication type:
- Article