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2 articles related to "European Option"

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Articles

Original Research

Published on 29 Apr 2020

Implied Volatility Structure in Turbulent and Long-Memory Markets

in Mathematical Finance

Josselin Garnier
Knut Sølna

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2020.00010

3,779 views
2 citations

Original Research

Published on 10 Jan 2018

Uncertainty of Volatility Estimates from Heston Greeks

in Mathematical Finance

Oliver Pfante
Nils Bertschinger

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2017.00027

3,495 views
2 citations