Author: Mahomed, Obeid
Similar Items: Estimating Long Term Equity Implied Volatility
- Term structure models with unspanned factors and unspanned stochastic volatility
- Extracting risk aversion estimates from option prices/implied volatility
- Markov-Switching models and resultant equity implied volatility surfaces: a South African application
- Option-Implied volatility as a predictor of realized volatility in derivative markets
- Persistence of alpha in South African general equity unit trusts
- A Shariah compliant private equity fund : compatibility in South Africa