Universität Karlsruhe (TH), Germany, December 15 - 17, 1999
Thursday - Section 12 - Volatility/Implied Distributions
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A | A Market Model for Stochastic Implied Volatility | |||
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A | An Empirical Comparison of Alternative Stochastic Volatility Models | |||
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A | Affine and Quadratic Volatility Market Models | |||
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A | Volatility Estimation on the Basis of Price Intensity- An Empirical Analysis of BUND Future Intraday Transaction Data | |||
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