机译:单股期货期权的无套利隐含波动率表面
Financial Chaos Theory, PO Box 16185, Doornfontein 2028, Johannesburg, South Africa;
Programme in Advanced Mathematics of Finance, School of Computational and Applied Mathematics, University of the Witwatersrand, Private Bag 3.P O WITS 2050, South Africa;
ABSA Capital Bank 15 Alice Lane, Sandton 2196, South Africa;
Programme in Advanced Mathematics of Finance, School of Computational and Applied Mathematics, University of the Witwatersrand, Private Bag 3.P O WITS 2050, South Africa;
Volatility surface; Options on single stock futures; Quadratic deterministic function;
机译:货币期货期权的隐含波动率是否意味着汇率波动?
机译:基于加权最小二乘法的隐含波动表面的可预测动态:来自中国大豆膳期期货选择的证据
机译:Delta隐含波动率表面的无套利条件
机译:市场是否按预期表现?实证考验,使用台湾股市隐含波动和期货价格
机译:衍生品价格信息内容的检验:期权和单一股票期货的情况。
机译:基于范围的波动率,预期的股票收益率和低波动率异常
机译:隐含波动率表面的无套利平滑