✦ LIBER ✦

Liquidity Considerations in Estimating Implied Volatility

✍ Scribed by Rohini Grover; Susan Thomas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymmetric information about volatility:

✍ Saikat Nandi 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 201 KB

ESTIMATING EXPECTED EXCESS RETURNS USING

✍ Charles J. Corrado; Thomas W. Miller Jr. 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB

Maturity cycles in implied volatility

✍ Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; Knut Solna 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 366 KB

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOC

✍ Jim Gatheral; Elton P. Hsu; Peter Laurence; Cheng Ouyang; Tai-Ho Wang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 324 KB

Computing the implied volatility in stoc

✍ Henri Berestycki; Jérôme Busca; Igor Florent 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 213 KB 👁 1 views

IMPLIED VOLATILITY IN THE HULL–WHITE MOD

✍ Archil Gulisashvili; Elias M. Stein 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 201 KB