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机译:恒生指数期权的无模型隐含波动率研究
Department of Mathematical Sciences,Xi'an Jiaotong-Liverpool University,No. 111 Ren'ai Road,Suzhou Dushu Lake Higher Education Town,Suzhou Industrial Park,Jiangsu Province 215123, China;
Department of Mathematical Sciences,Xi'an Jiaotong-Liverpool University,No. 111 Ren'ai Road,Suzhou Dushu Lake Higher Education Town,Suzhou Industrial Park,Jiangsu Province 215123, China;
Department of Mathematical Sciences,Xi'an Jiaotong-Liverpool University,No. 111 Ren'ai Road,Suzhou Dushu Lake Higher Education Town,Suzhou Industrial Park,Jiangsu Province 215123, China;
model-free volatility; option pricing; volatility; options; BS model;
机译:隐含波动率和无模型波动率预期的信息内容:来自针对单个股票的期权的证据
机译:使用无模型期权隐含波动率的替代度量进行预测
机译:基于模型的隐含波动率与无模型的隐含波动率:来自北美,欧洲和亚洲指数期权市场的证据
机译:恒生指数期权的波动率倒置与实证分析
机译:数学金融方面的三篇论文:风险中性随机波动率模型:分析和统计研究。隐含的外汇期权交易量的期限结构的E-ARCH模型。亚洲期权定价的数字方案。
机译:通过无模型和基于模型的学习发现隐含的序列顺序
机译:净买入压力,波动性微笑和恒生指数期权的异常盈利