Pages that link to "Item:Q964639"

The following pages link to On extracting information implied in options (Q964639):

Displaying 19 items.

• On inferring standard deviations from path dependent options (Q375143) (← links)
• State price densities implied from weather derivatives (Q495457) (← links)
• Using equity options to imply credit information (Q635970) (← links)
• Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
• Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
• Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
• Explaining S{\&}P500 option returns: an implied risk-adjusted approach (Q2045631) (← links)
• Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)
• Arbitrage-free approximation of call price surfaces and input data risk (Q2893075) (← links)
• Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
• The shape of small sample biases in pricing kernel estimations (Q4555119) (← links)
• Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
• Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
• Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)
• Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
• Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
• Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)