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On the Dynamics and Information Content of Implied Volatility
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Pages: 52
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A new research design is introduced for the empirical analysis of the relationship between implied volatility and ex-post realized volatility. The dynamics of v
On the Dynamics and Information Content of Implied Volatility
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Authors: Arnold W. Sametz
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The Volatility Surface
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Type: BOOK - Published: 2011-03-10 - Publisher: John Wiley & Sons

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Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is
The Information Content of Implied Volatility
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Pages: 47
Authors: Linda Canina
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Recent Advances in Applied Probability
Language: en
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Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biolog