Pages that link to "Item:Q867122"
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The following pages link to The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122):
Displaying 4 items.
- Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (Q2165396) (← links)
- Commodity price dynamics and derivative valuation: a review (Q2862510) (← links)
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
- Equivalent Black volatilities (Q4541572) (← links)