Pages that link to "Item:Q1127430"
From MaRDI portal
The following pages link to Implied volatility from the term structure: a simple analytical approximation (Q1127430):
Displaying 6 items.
- Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623) (← links)
- A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option (Q1000467) (← links)
- Implied volatility functions in arbitrage-free term structure models. (Q2760388) (← links)
- THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES (Q4673853) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)
- Extracting implied volatilities from bank bonds (Q6077441) (← links)