Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042): Difference between revisions
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Revision as of 07:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility and volatility-linked derivatives: estimation, modeling, and pricing |
scientific article |
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Volatility and volatility-linked derivatives: estimation, modeling, and pricing (English)
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31 January 2020
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The authors review recent developments of the estimation and modeling of volatilities for financial products, as well as on the pricing and hedging of financial derivatives that are related to volatility under certain models in continuous time. The presentation is at an intuitive and heuristic level rather than mathematically sound and rigorous in nature.
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volatility
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estimation
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modeling
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volatility derivatives
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pricing
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