Search Results - "volatility index"

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  1. 1
    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
  2. 2
    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: Get full text

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