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Stochastic volatility
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41	PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2008-06-18 10:37:34 Mathematical finance Options Volatility smile Implied volatility Local volatility BlackScholes model Volatility Stochastic volatility Valuation of options Binomial options pricing model Lattice model
42	Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter Danske Bank A/S Denmark Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:02 Mathematical finance Volatility Futures contract Theory of storage Stochastic volatility
43	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
44	CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2009-07-06 16:20:34 Mathematical finance Options United States housing bubble Technical analysis Corporate finance Credit default swap High-yield debt BlackScholes model Volatility Stochastic volatility Corporate bond Capital structure
45	EOR_Feb25_2007_chernov.dvi Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:06 Mathematical finance Options Volatility smile Implied volatility Volatility Moneyness BlackScholes model Stochastic volatility Valuation of options Greeks VIX
46	General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Mathematical finance Stochastic volatility Volatility BlackScholes model Convexity Futures contract Autoregressive conditional heteroskedasticity Stochastic process Convex function Convex set
47	Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:03 Mathematical finance Options Implied volatility BlackScholes model Volatility smile Moneyness Volatility Stochastic volatility Nonparametric regression Binomial options pricing model Lattice model
48	Asymptotic Inference about Predictive Accuracy using High Frequency Data∗ Jia Li Andrew J. Patton Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:24:50 Mathematical finance Technical analysis Volatility Stochastic volatility Statistical hypothesis testing
49	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility Heston model
50	C:/Users/d.erdemlioglu/Dropbox/excitation and flights/excitation/JFQTHKFM_JEX_rv.dvi Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-08-09 02:41:45 Mathematical finance Technical analysis Options Financial markets Crowd psychology Financial contagion VIX Volatility Asset classes Flight-to-quality Stochastic volatility Futures contract

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