Author:
Damghani Babak Mahdavi,Kos Andrew
Cited by
7 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. No Arbitrage SVI;SIAM Journal on Financial Mathematics;2022-03
2. The volatility of stock market returns: Application of Monte Carlo simulation;Economics of Sustainable Development;2022
3. Option-implied information: What’s the vol surface got to do with it?;Review of Derivatives Research;2020-05-07
4. No Arbitrage SVI;SSRN Electronic Journal;2020
5. Volatility;151 Trading Strategies;2018