현상

내재변동성

4편 · 2020 1편, 2022 2편, 2023 1편

Recovering Implied Volatility
MS · 2023 · 인용 4 · Ohad Kadan, Fang Liu, Xiaoxiao Tang
Implied Volatility Changes and Corporate Bond Returns
MS · 2022 · 인용 42 · Jie Cao, Amit Goyal, Xiao Xiao 외
A Macrofinance Model for Option Prices: A Story of Rare Economic Events
MS · 2022 · 인용 4 · Michael Hasler, Alexandre Jeanneret
The Price of the Smile and Variance Risk Premia
MS · 2020 · 인용 0 · Peter Gruber, Claudio Tebaldi, Fabio Trojani