Pages that link to "Item:Q1417031"
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The following pages link to Implied Volatility of interest rate options: an empirical investigation of the market model (Q1417031):
Displaying 8 items.
- On the information in the interest rate term structure and option prices (Q704010) (← links)
- Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623) (← links)
- Implied volatility from the term structure: a simple analytical approximation (Q1127430) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Options on bonds: implied volatilities from affine short-rate dynamics (Q2672920) (← links)
- An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options (Q3116080) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)
- IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852) (← links)