A Closed-Form Solution for Spot Volatility from Options Under Limited Data
Author:
Publisher
Elsevier BV
Reference12 articles.
1. Implied Stochastic Volatility Models;A�t-Sahalia Yacine;The Review of Financial Studies,2021
2. Pricing of index options in incomplete markets;Almeida Caio;Journal of Financial Economics,2022
3. The Pricing of Options and Corporate Liabilities;Black Fischer;The Journal of political economy,1973
4. Option Profit and Loss Attribution and Pricing: A New Framework;Carr Peter;The Journal of Finance,2020
5. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options;Heston Steven;The Review of financial studies,1993
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