Implied volatility in oil markets

DOI10.1016/j.csda.2008.02.013zbMath1453.62051OpenAlexW2034941739MaRDI QIDQ961396

Svetlana Borovkova, Ferry J. Permana

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.02.013

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Investment disputes and their explicit role in option market uncertainty and overall risk instability ⋮ Implied volatility smoothing at COVID-19 times ⋮ Implied volatility in oil markets ⋮ Implied volatility and state price density estimation: arbitrage analysis

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