Pages that link to "Item:Q375251"
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The following pages link to Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251):
Displaying 5 items.
- Dividend forecast biases in index option valuation (Q375338) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- A simple expected volatility (SEV) index: Application to SET50 index options (Q991169) (← links)
- Forecast Evaluation in the Presence of Unobserved Volatility (Q3157841) (← links)
- (Q4792529) (← links)