Showing 1 - 8 results of 8 for search '"volatility function"', query time: 1.65s Refine Results
  1. 1
    The implicit models of the option valuation
    by GERARDO ARREGUI AYASTUY
    Published 2004-12-01
    Subjects: “...Deterministic volatility function...”
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    Article
  2. 2
    Daily nonparametric ARCH(1) model estimation using intraday high frequency data
    by Xin Liang, Xingfa Zhang, Yuan Li, Chunliang Deng
    Published 2021-01-01
    Subjects: “...volatility function...”
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    Article
  3. 3
    Stable Local Volatility Calibration Using Kernel Splines
    by Wang, Cheng
    Published 2008
    Subjects: “...local volatility function...”
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  4. 4
    Stable Local Volatility Calibration Using Kernel Splines
    by Wang, Cheng
    Published 2008
    Subjects: “...local volatility function...”
    Get full text
  5. 5
    The Adjoint Method Formulation for an Inverse Problem in the Generalized Black-Scholes Model
    by PIERRE NGNEPIEBA
    Published 2006-08-01
    Subjects: “...volatility function...”
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    Article
  6. 6
    Implied Volatility Function - Genetic Algorithm Approach
    Subjects: “...Implied Volatility Function...”
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  7. 7
    Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options
    by Antonie Kotzé, Rudolf Oosthuizen, Edson Pindza
    Published 2015-01-01
    Subjects: “...deterministic volatility function...”
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    Article
  8. 8
    動態隱含波動度模型：以台指選擇權為例
    Subjects: “...volatility function...”
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