What is Risk Neutral Volatility?

SSRN Electronic Journal ◽

10.2139/ssrn.2183969 ◽

2012 ◽

Cited By ~ 1

Author(s):

Stephen Figlewski

Keyword(s):

Risk Neutral

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Risk-Neutral and Physical Jumps in Option Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.1099368 ◽

2007 ◽

Author(s):

Jian Chen ◽

Xiaoquan Liu ◽

Chenghu Ma

Keyword(s):

Option Pricing ◽

Risk Neutral

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What is Risk Neutral Volatility?

SSRN Electronic Journal ◽

10.2139/ssrn.1659223 ◽

2010 ◽

Author(s):

Stephen Figlewski

Keyword(s):

Risk Neutral

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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 ◽

Author(s):

Ludovic Dubrana

Keyword(s):

Stochastic Model ◽

Credit Spreads ◽

Extended Version ◽

Risk Neutral

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Estimating Option Implied Risk Neutral Densities: A Novel Parametric Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2260360 ◽

2013 ◽

Cited By ~ 5

Author(s):

Greg Orosi

Keyword(s):

Parametric Approach ◽

Risk Neutral

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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):

Abhishek Kumar ◽

S. Kumar

Keyword(s):

Neutral Density ◽

Options Market ◽

Indian Market ◽

Risk Neutral ◽

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 ◽

10.2139/ssrn.2564393 ◽

2015 ◽

Author(s):

Truc Le

Keyword(s):

Efficient Markets ◽

Pricing Models ◽

Black Scholes ◽

Risk Neutral ◽

Efficient Markets Hypothesis

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A Non-Structural Investigation of VIX Risk Neutral Density

SSRN Electronic Journal ◽

10.2139/ssrn.2943964 ◽

2017 ◽

Author(s):

Andrea Barletta ◽

Paolo Santucci de Magistris ◽

Francesco Violante

Keyword(s):

Structural Investigation ◽

Neutral Density ◽

Risk Neutral ◽

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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