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What is Risk Neutral Volatility?
SSRN Electronic Journal
◽
10.2139/ssrn.2183969
◽
2012
◽
Cited By ~ 1
Author(s):
Stephen Figlewski
Keyword(s):
Risk Neutral
Download Full-text
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10.2139/ssrn.1099368
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2007
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Jian Chen
◽
Xiaoquan Liu
◽
Chenghu Ma
Keyword(s):
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◽
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What is Risk Neutral Volatility?
SSRN Electronic Journal
◽
10.2139/ssrn.1659223
◽
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Keyword(s):
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A Stochastic Model for Credit Spreads Under a Risk-Neutral Framework Through the Use of an Extended Version of the Jarrow, Lando and Turnbull Model
SSRN Electronic Journal
◽
10.2139/ssrn.1964459
◽
2011
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Author(s):
Ludovic Dubrana
Keyword(s):
Stochastic Model
◽
Credit Spreads
◽
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◽
Risk Neutral
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Estimating Option Implied Risk Neutral Densities: A Novel Parametric Approach
SSRN Electronic Journal
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10.2139/ssrn.2260360
◽
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Keyword(s):
Parametric Approach
◽
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Probabilitt reali e probabilitt neutrali al rischio nella stima del valore futuro degli strumenti derivati (Real-World and Risk-Neutral Probabilities in Estimating the Future Value of Derivative Instruments)
SSRN Electronic Journal
◽
10.2139/ssrn.2319271
◽
2013
◽
Author(s):
Luca Giordano
◽
Giovanni Siciliano
Keyword(s):
Real World
◽
Derivative Instruments
◽
Risk Neutral
◽
The Future
◽
Risk Neutral Probabilities
◽
Future Value
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Does Indian Market Smile: Implied Risk Neutral Density for the Indian Options Market
SSRN Electronic Journal
◽
10.2139/ssrn.2482013
◽
2014
◽
Author(s):
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◽
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Keyword(s):
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Indian Market
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Risk Neutral
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Risk Neutral Density
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Efficient Markets Hypothesis: A False Prophesy. Black-Scholes-Merton Formula: A Parlor Trick. Risk-Neutral Pricing Models: Severe Malpractices.
SSRN Electronic Journal
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10.2139/ssrn.2564393
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2015
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Author(s):
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Keyword(s):
Efficient Markets
◽
Pricing Models
◽
Black Scholes
◽
Risk Neutral
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Efficient Markets Hypothesis
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A Non-Structural Investigation of VIX Risk Neutral Density
SSRN Electronic Journal
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10.2139/ssrn.2943964
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2017
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Paolo Santucci de Magistris
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Francesco Violante
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Structural Investigation
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Neutral Density
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Risk Neutral
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Risk Neutral Density
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On Quadratic Models of Yield in Risk-Neutral World
SSRN Electronic Journal
◽
10.2139/ssrn.2990518
◽
2016
◽
Author(s):
Gennady Medvedev
◽
Dmitriy Pavliv
Keyword(s):
Risk Neutral
◽
Quadratic Models
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Arbitrage-Free Estimation of the Risk-Neutral Density from the Implied Volatility Smile
SSRN Electronic Journal
◽
10.2139/ssrn.317463
◽
2002
◽
Author(s):
Bernhard Brunner
◽
Reinhold Hafner
Keyword(s):
Implied Volatility
◽
Neutral Density
◽
Volatility Smile
◽
Risk Neutral
◽
Risk Neutral Density
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