Towards a Theory of Volatility Trading-Reference-Cited by-同舟云学术

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Towards a Theory of Volatility Trading

Published: Issue: Volume: Page:458-476
ISSN:
Container-title:Option Pricing, Interest Rates and Risk Management
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Author:

Carr P.,Madan D.

Publisher

Cambridge University Press

Cited by 198 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Constrained polynomial likelihood*;Journal of Business & Economic Statistics;2024-09-03

2. Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium;The Journal of Finance;2024-07-17

3. Modeling and forecasting stock return volatility using the HARGARCH model with VIX information;Journal of Futures Markets;2024-05-22

4. On the pricing of capped volatility swaps using machine learning techniques;Quantitative Finance;2024-02-06

5. Uncertainty about interest rates and crude oil prices;Financial Innovation;2024-01-05

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