Pages that link to "Item:Q2509440"
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The following pages link to Assessing the quality of volatility estimators via option pricing (Q2509440):
Displaying 4 items.
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
- Identifying the volatility of underlying assets from option prices (Q2709875) (← links)
- Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)