Showing 1 - 10 results of 10 for search '"Implied volatility surface"', query time: 1.70s Refine Results
  1. 1
    Asymptotic Expansion of Risk-Neutral Pricing Density
    by Thomas Mazzoni
    Published 2018-03-01
    Subjects: “...implied volatility surface...”
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    Article
  2. 2
    Análise de componentes principais na dinâmica da volatilidade implícita e sua correlação com o ativo objeto.
    by André Gnecco Avelar
    Published 2009
    Subjects: “... Implied volatility surface ...”
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  3. 3
    Análise de componentes principais na dinâmica da volatilidade implícita e sua correlação com o ativo objeto.
    by Avelar, André Gnecco
    Published 2009
    Subjects: “...Implied volatility surface...”
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    Others
  4. 4
    Credit Spreads and Equity Volatility during Periods of Financial Turmoil
    by Katrin Gottschalk
    Published 2014-06-01
    Subjects: “...Implied Volatility Surface...”
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    Article
  5. 5
    Implied volatility with HJM–type Stochastic Volatility model
    by Cap, Thi Diu
    Published 2021
    Subjects: “...Implied volatility surface...”
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    Others
  6. 6
    Equity derivatives markets
    by Detlefsen, Kai
    Published 2007
    Subjects: “...implied volatility surface...”
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    Doctoral Thesis
  7. 7
    [en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES
    by DIEGO AGUIAR FONSECA
    Published 2018
    Subjects: “...[en] IMPLIED VOLATILITY SURFACE...”
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  8. 8
    Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces
    Subjects: “...Implied Volatility Surface...”
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    Others
  9. 9
    Analysis of Implied Volatility Surfaces
    by Schnellen, Marina
    Published 2013
    Subjects: “...implied volatility surface...”
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    Doctoral Thesis
  10. 10
    Confidence bands in quantile regression and generalized dynamic semiparametric factor models
    by Song, Song
    Published 2010
    Subjects: “...Implied volatility surface...”
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    Doctoral Thesis
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