2009•SSRN Electronic JournalOpen access

Forecasting Future Volatility from Option Prices under the Stochastic Volatility Model

Suk-Joon Byun, Sol Kim, Dongwoo Rhee

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Key concepts: Stochastic volatility, Volatility smile, Volatility (finance), Implied volatility, SABR volatility model, Economics, Volatility swap, Forward volatility

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