I would like to estimate the market price of stochastic volatility by forward looking methods, such as option values. The stochastic volatility model I have in mind is the Heston model or some other similar ones. I am advised to look into the shorting positions of variance or volatility swaps and the return of the delta hedged SPX option positions. What are the relevant reference for these methodologies? Other suggestions are welcome.
Subscribe to:
Post Comments (Atom)
technique - How credible is wikipedia?
I understand that this question relates more to wikipedia than it does writing but... If I was going to use wikipedia for a source for a res...
-
I've been tasked with drafting the text for a memorial plaque dedicated to group X. Group X was big, diverse, and had several hundred ye...
-
If all fields in a form are required should they be marked somehow (eg. with an asterisk)? I see this done a lot and find it redundant? Ther...
-
I am trying to place this raster logo supplied by a client on a large format template (this being a raster logo of some text in Arial is a s...
No comments:
Post a Comment