scientific article; zbMATH DE number 6126666

zbMath1255.91440MaRDI QIDQ4902818

Silvia Muzzioli

Publication date: 18 January 2013

Full work available at URL: http://www.pphmj.com/abstract/7132.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

put-call parityvolatility forecastingBlack-Scholes implied volatility

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Derivative securities (option pricing, hedging, etc.) (91G20)

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