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The CBOE Volatility Index VIX The powerful , flexible trading , risk management tool from the Chicago Board Options Exchange White Paper.

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Estimating Stochastic Volatility: The Rough Side to Equity Returns Abstract This Project evaluates the forecasting performance of a Brownian Semi StationaryBSS

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Wilmott magazine 51 2 3 Strike from delta In several OTCover the counter) markets options are quoted by delta rather than strike This is a common quotation. Highlights Implementation of no arbitrage implied volatility surfaces is prehensive empirical study using the KOSPI200 index options is.

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In the presence of jump risk, expected stock return is a function of the average jump size, which can be proxied by the slope of option implied volatility smile.

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