Works matching IS 09492984 AND DT 2010 AND VI 14 AND IP 2
Results: 6
Can the implied volatility surface move by parallel shifts?
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 2, p. 235, doi. 10.1007/s00780-008-0081-9
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- Article
Central limit theorem for the realized volatility based on tick time sampling.
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- Finance & Stochastics, 2010, v. 14, n. 2, p. 209, doi. 10.1007/s00780-008-0087-3
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- Article
Hedging variance options on continuous semimartingales.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 2, p. 179, doi. 10.1007/s00780-009-0110-3
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- Article
From implied to spot volatilities.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 2, p. 157, doi. 10.1007/s00780-009-0112-1
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- Article
Risk-neutral compatibility with option prices.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 2, p. 285, doi. 10.1007/s00780-009-0109-9
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- Article
Zero-intelligence realized variance estimation.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 2, p. 249, doi. 10.1007/s00780-009-0120-1
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- Article