Search Results - "implied volatility"

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  1. 1
    On the implied volatility layers under the future risk-free rate uncertainty

    On the implied volatility layers under the future risk-free rate uncertainty by Hin, L., Dokuchaev, Nikolai

    Published 2014
    Subjects: Get full text
  2. 2
    Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization

    Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization by Hin, L., Dokuchaev, Nikolai

    Published 2015
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  3. 3
    On the implied volatility from a "purified" option price process

    On the implied volatility from a "purified" option price process by Luong, C., Dokuchaev, Nikolai

    Published 2014
    Subjects: Get full text
  4. 4
    The Investigation of Implied Volatility for the FTSE100 Index Options: A Computational Approach

    The Investigation of Implied Volatility for the FTSE100 Index Options: A Computational Approach by Zhao, Wenjing

    Published 2009
    Subjects: Get full text
  5. 5
    Currency option pricing and realised volatility

    Currency option pricing and realised volatility by Manzur, Meher, Hoque, A., Poitras, G.

    Published 2010
    Subjects: Get full text
  6. 6
    News Sentiment and the Investor Fear Gauge

    News Sentiment and the Investor Fear Gauge by Smales, Lee

    Published 2013
    Subjects: Get full text
  7. 7
    The role of political uncertainty in Australian financial markets

    The role of political uncertainty in Australian financial markets by Smales, Lee

    Published 2015
    Subjects: Get full text
  8. 8
    Political Uncertainty and Financial Market Uncertainty in an Australian context

    Political Uncertainty and Financial Market Uncertainty in an Australian context by Smales, Lee

    Published 2014
    Subjects: Get full text
  9. 9
    A neural network approach to option pricing

    A neural network approach to option pricing by Mostafa, Fahed, Dillon, Tharam S.

    Published 2008
    Subjects: Get full text
  10. 10
    Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF

    Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF by Zou, YuanFang

    Published 2019
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  11. 11
    Modeling volatility in foreign currency option pricing

    Modeling volatility in foreign currency option pricing by Hoque, Mohammed, Chan, Felix, Manzur, Meher

    Published 2008
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  12. 12
    Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market

    Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market by Sideris, Epameinondas

    Published 2016
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  13. 13
    Analysis of market volatility via a dynamically purified option price process

    Analysis of market volatility via a dynamically purified option price process by Luong, C., Dokuchaev, Nikolai

    Published 2014
    Subjects: “…implied volatility…”
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  14. 14
    Better the devil you know: The Influence of Political Incumbency on Australian Financial Market Uncertainty

    Better the devil you know: The Influence of Political Incumbency on Australian Financial Market Uncertainty by Smales, Lee

    Published 2015
    Subjects: Get full text
  15. 15
    Option valuation under no-arbitrage constraints with neural networks

    Option valuation under no-arbitrage constraints with neural networks by Cao, Yi, Liu, Xiaoquan, Zhai, Jia

    Published 2021
    Subjects: “…Finance；Artificial neural networks; Implied volatilities; Option greeks; Hedging…”
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