Topic: Option Pricing with Jumps and Stochastic
Volatility
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Implied Volatility Functions and Implied Volatility tests
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and N.R. Prabhala, 1998, “The relation between implied and realized
Volatility”, Journal of Financial
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Fleming, J, 1998,
“The quality of Market volatility forecasts implied by S & P 100 index
option prices”, Journal of Empirical
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W, M. Kalimipalli, R.Sivakumar, “The Economic Value of Realized Volatility:
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[1] A useful text book reference would be “Options
and Futures and other derivatives”, Hull, John, 4th edition