Author: Hassan, Shakill
Similar Items: Spread, inventory and spot price volatility in the platinum market
- Pricing with Bivariate Unspanned Stochastic Volatility Models
- Pricing American/Bermudan-style Options under Stochastic Volatility
- Bid-Ask Spread Modelling in the South African Bond Market
- Extracting risk aversion estimates from option prices/implied volatility
- A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
- Path-dependent volatility: an application to the South African market