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VIX and VIX Futures Pricing Algorithms: Cultivating Understanding
(Articles)
Hancock G. D’Anne
Modern Economy
Vol.3 No.3
,May 22, 2012
DOI:
10.4236/me.2012.33038
11,864
Downloads
19,225
Views
Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX
(Articles)
Palamalai Srinivasan
Theoretical Economics Letters
Vol.7 No.3
,April 17, 2017
DOI:
10.4236/tel.2017.73037
1,481
Downloads
2,806
Views
Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note
(Articles)
G. D. Hancock
Journal of Financial Risk Management
Vol.2 No.1
,March 28, 2013
DOI:
10.4236/jfrm.2013.21002
3,549
Downloads
7,014
Views
Citations
Application of Volatility in Portfolio Construction
(Articles)
Michael Ha
,
George Z. Liu
,
Lihui Zheng
Journal of Applied Mathematics and Physics
Vol.3 No.7
,June 30, 2015
DOI:
10.4236/jamp.2015.37099
3,354
Downloads
4,330
Views
Citations
On the Linkages between India VIX and US Financial Stress Index
(Articles)
Amanjot Singh
Theoretical Economics Letters
Vol.6 No.1
,February 4, 2016
DOI:
10.4236/tel.2016.61009
6,289
Downloads
7,479
Views
Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study
(Articles)
B. Radhakrishna
,
S. Ravikumar
,
B. D. Hansraj
Theoretical Economics Letters
Vol.9 No.6
,August 5, 2019
DOI:
10.4236/tel.2019.96110
888
Downloads
2,812
Views
Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.9 No.3
,August 22, 2019
DOI:
10.4236/jmf.2019.93025
789
Downloads
1,734
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
792
Downloads
1,864
Views
Citations
Determinants of Oil Futures Prices
(Articles)
Rebecca Abraham
,
Charles Harrington
Theoretical Economics Letters
Vol.6 No.4
,August 10, 2016
DOI:
10.4236/tel.2016.64078
2,164
Downloads
3,140
Views
Citations
Uncovering the Distribution of Option Implied Risk Aversion
(Articles)
Maria Kyriacou
,
Jose Olmo
,
Marius Strittmatter
Journal of Mathematical Finance
Vol.9 No.2
,March 14, 2019
DOI:
10.4236/jmf.2019.92006
971
Downloads
2,251
Views
Citations
Implied Idiosyncratic Volatility and Stock Return Predictability
(Articles)
Cesario Mateus
,
Worawuth Konsilp
Journal of Mathematical Finance
Vol.4 No.5
,November 26, 2014
DOI:
10.4236/jmf.2014.45032
4,752
Downloads
6,571
Views
Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters
(Articles)
Stafford Johnson
,
Amit Sen
,
Brian Balyeat
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21013
4,498
Downloads
8,329
Views
Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.6 No.5
,November 30, 2016
DOI:
10.4236/jmf.2016.65063
2,812
Downloads
6,309
Views
Citations
Alternative Financing Instruments for African Economies
(Articles)
Jane Mpapalika
Journal of Mathematical Finance
Vol.10 No.1
,January 16, 2020
DOI:
10.4236/jmf.2020.101005
518
Downloads
1,341
Views
Citations
Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?
(Articles)
Nobuyoshi Yamori
Modern Economy
Vol.2 No.3
,July 27, 2011
DOI:
10.4236/me.2011.23036
5,826
Downloads
10,328
Views
Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile
(Articles)
Matthew C. Modisett
,
James A. Powell
Applied Mathematics
Vol.3 No.6
,June 26, 2012
DOI:
10.4236/am.2012.36093
7,119
Downloads
11,866
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,609
Downloads
12,276
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
140
Downloads
636
Views
Citations
Financial Derivatives: The Concepts, Operations, and Impact on the Nigerian Economy
(Articles)
Fadimatu Jalal-Eddeen
,
Zainab J. Saleh
Open Access Library Journal
Vol.9 No.1
,January 19, 2022
DOI:
10.4236/oalib.1108102
177
Downloads
1,805
Views
Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets
(Articles)
Thomas Poufinas
,
Konstantinos Pappas
Theoretical Economics Letters
Vol.11 No.4
,August 31, 2021
DOI:
10.4236/tel.2021.114053
223
Downloads
1,357
Views
Citations
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