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4 votes
6 answers
11k views

Value of Call Option as Volatility goes to Infinity

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GARCH-MIDAS model for forecasting volatility?

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3 answers
329 views

Implied volatility greater than realized volatility at all strikes?

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1 answer
76 views

Volatility surface for futures options

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32 views

Caplet stripping

2 votes
3 answers
145 views

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GARCH model within a system of simultaneous equations

2 votes
2 answers
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How to apply put-call parity in volatility surface construction?

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1 answer
320 views

Binomial tree with time dependent volatility

28 votes
6 answers
14k views

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134 views

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Mean reversion time estimation

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