Old Web
English
Sign In
Acemap
>
Paper
>
Applying Localized Realized Volatility Modeling to Futures Indices
Applying Localized Realized Volatility Modeling to Futures Indices
2011
Luella Fu
Keywords:
Volatility smile
Variance swap
Econometrics
Financial economics
Volatility swap
Volatility (finance)
Forward volatility
Economics
SABR volatility model
Stochastic volatility
Implied volatility
Correction
Source
Cite
Save
Machine Reading By IdeaReader
1
References
0
Citations
NaN
KQI
[]