Monotonicity of implied volatility for perpetual put options.
Erik EkströmEbba MellquistPublished in: J. Appl. Probab. (2024)
Keyphrases
- option pricing
- stock price
- stock market
- exchange rate
- financial time series
- stock returns
- stock trading
- chinese stock market
- search strategies
- financial markets
- financial crisis
- stock index futures
- information systems
- monotonicity constraints
- turning points
- artificial neural networks
- image processing
- decision making