Market turbulence and investor decision-making in currency option market
W Dammak, W Frikha, MN Souissi - The Journal of Economic Asymmetries, 2024 - Elsevier
This research delves into the effects of recent crises on investor behavior within the currency
options market, particularly focusing on the relationship with underlying exchange rates …
options market, particularly focusing on the relationship with underlying exchange rates …
Robust and accurate reconstruction of the time-dependent continuous volatility from option prices
In this paper, we propose a robust and accurate reconstruction algorithm for the time-
dependent continuous volatility function using observed option prices from the financial …
dependent continuous volatility function using observed option prices from the financial …