Instruct: Given a scientific paper title, retrieve paper titles that are cited by the given paper
Query: the performance of vix options pricing models : empirical evidence beyond simulation .
Realized Volatility and Variance : Options via Swaps
which option pricing model is the best ? high frequency data for nikkei225 index options .
A Semi-Lagrangian approach for American Asian options under jump diffusion
A lattice framework for pricing display advertisement options with the stochastic volatility underlying model
a second - order nystrom - type discretization for the early - exercise curve of american put options .
Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500
Term-Structure Models: a Review
A Novel Approach for Option Trading Based on Kelly Criterion
Uncertain term structure model of interest rate
PRICING AND HEDGING DERIVATIVE SECURITIES IN MARKETS WITH UNCERTAIN VOLATILITIES
The RAND Corporation Theory of Rational Option Pricing
Optimal Portfolio and Consumption in Modified Black-Scholes Model
Markov Chain Monte Carlo Simulation Methods in Econometrics
forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts .
modeling and forecasting realized volatility .
The price of a smile. Hedging and spanning in option markets
Econometric Modeling of Financial Time Series Volatility Using Software Packages
A non-IID Framework for Collaborative Filtering with Restricted Boltzmann Machines
Understanding Membership Inferences on Well-Generalized Learning Models
PhotoshopQuiA: A Corpus of Non-Factoid Questions and Answers for Why-Question Answering.
Arbitrage Pricing with Stochastic Volatility
[ assessment of the acceptability and consumption of a nutritional supplementation program for the elderly in chile ] .