Pages that link to "Item:Q964639"
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The following pages link to On extracting information implied in options (Q964639):
Displaying 12 items.
- Implied volatility and state price density estimation: arbitrage analysis (Q1789634) (← links)
- Explaining S{\&}P500 option returns: an implied risk-adjusted approach (Q2045631) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Arbitrage-free approximation of call price surfaces and input data risk (Q2893075) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- The shape of small sample biases in pricing kernel estimations (Q4555119) (← links)
- Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
- Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
- Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)
- Novel computational technique for the direct estimation of risk-neutral density using call price data quotes (Q6095386) (← links)
- Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
