VIX Pricing; VIX Futures; VIX Options; Volatility Index - Articles

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 12,180 Downloads 18,343 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 1,537 Downloads 2,905 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 3,663 Downloads 7,155 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 3,411 Downloads 4,407 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 6,385 Downloads 7,570 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 935 Downloads 2,983 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 866 Downloads 1,753 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 916 Downloads 2,042 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 2,242 Downloads 3,298 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 1,063 Downloads 2,301 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 4,896 Downloads 6,912 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 4,612 Downloads 8,400 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 2,955 Downloads 6,371 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 623 Downloads 1,579 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 5,951 Downloads 10,597 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 7,299 Downloads 11,367 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 6,759 Downloads 11,718 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 235 Downloads 1,124 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 235 Downloads 2,184 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 306 Downloads 1,926 Views Citations

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