Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Research output: Thesis › Doctoral Thesis › Collection of Articles

Original language	English
Place of Publication	Helsinki
Publisher	Hanken School of Economics
Print ISBNs	978-952-232-107-7
Publication status	Published - 2010
MoE publication type	G5 Doctoral dissertation (article)

OpenUrl availability

@phdthesis{610970edef874d50af2d567d20ede4a2,

title = "Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management",

author = "Badshah, \{Ihsan Ullah\}",

year = "2010",

language = "English",

isbn = "978-952-232-107-7",

series = "Economics and Society / Ekonomi och samh{\"a}lle",

publisher = "Hanken School of Economics",

number = "220",

address = "Finland",

}