VIX Pricing; VIX Futures; VIX Options; Volatility Index - Articles

VIX and VIX Futures Pricing Algorithms: Cultivating Understanding (Articles)

Hancock G. D’Anne

Modern Economy Vol.3 No.3, May 22, 2012

DOI: 10.4236/me.2012.33038 12,562 Downloads 18,941 Views Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX (Articles)

Palamalai Srinivasan

Theoretical Economics Letters Vol.7 No.3, April 17, 2017

DOI: 10.4236/tel.2017.73037 1,633 Downloads 3,294 Views Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note (Articles)

G. D. Hancock

Journal of Financial Risk Management Vol.2 No.1, March 28, 2013

DOI: 10.4236/jfrm.2013.21002 3,838 Downloads 7,527 Views Citations
Application of Volatility in Portfolio Construction (Articles)

Michael Ha, George Z. Liu, Lihui Zheng

Journal of Applied Mathematics and Physics Vol.3 No.7, June 30, 2015

DOI: 10.4236/jamp.2015.37099 3,515 Downloads 4,770 Views Citations
On the Linkages between India VIX and US Financial Stress Index (Articles)

Amanjot Singh

Theoretical Economics Letters Vol.6 No.1, February 4, 2016

DOI: 10.4236/tel.2016.61009 6,481 Downloads 7,951 Views Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study (Articles)

B. Radhakrishna, S. Ravikumar, B. D. Hansraj

Theoretical Economics Letters Vol.9 No.6, August 5, 2019

DOI: 10.4236/tel.2019.96110 991 Downloads 3,385 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93025 987 Downloads 2,136 Views Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2, February 20, 2020

DOI: 10.4236/me.2020.112031 1,023 Downloads 2,472 Views Citations
Determinants of Oil Futures Prices (Articles)

Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.6 No.4, August 10, 2016

DOI: 10.4236/tel.2016.64078 2,337 Downloads 3,617 Views Citations
Uncovering the Distribution of Option Implied Risk Aversion (Articles)

Maria Kyriacou, Jose Olmo, Marius Strittmatter

Journal of Mathematical Finance Vol.9 No.2, March 14, 2019

DOI: 10.4236/jmf.2019.92006 1,176 Downloads 2,693 Views Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21013 4,772 Downloads 8,787 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,033 Downloads 7,386 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65063 3,119 Downloads 7,034 Views Citations
Alternative Financing Instruments for African Economies (Articles)

Jane Mpapalika

Journal of Mathematical Finance Vol.10 No.1, January 16, 2020

DOI: 10.4236/jmf.2020.101005 733 Downloads 1,910 Views Citations
Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change? (Articles)

Nobuyoshi Yamori

Modern Economy Vol.2 No.3, July 27, 2011

DOI: 10.4236/me.2011.23036 6,139 Downloads 11,033 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36093 7,513 Downloads 12,005 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,940 Downloads 12,233 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132015 325 Downloads 1,523 Views Citations
Financial Derivatives: The Concepts, Operations, and Impact on the Nigerian Economy (Articles)

Fadimatu Jalal-Eddeen, Zainab J. Saleh

Open Access Library Journal Vol.9 No.1, January 19, 2022

DOI: 10.4236/oalib.1108102 293 Downloads 2,670 Views Citations
Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence (Articles)

Rodrigo Hernandez, Yinying Shao

Theoretical Economics Letters Vol.4 No.5, June 9, 2014

DOI: 10.4236/tel.2014.45045 5,227 Downloads 6,868 Views Citations
This article belongs to the Special Issue on The Bond and Money Markets

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