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Дополнительная литература

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Bates D. С Post-'87 Crash Fears in th S&P Futures Market // Journal of Econometrics, 94 (Ianuary/February 2000). – P. 181-238.


Derman E. Regimes of Volatility // Risk, April 1999. – P. 54-59.

Ederington L. H. and Guan W. Why are Those Options Smiling // Journal of Derivatives, 10, 2 (2002). – P. 9-34.

Jackwerth J. C. and Rubinstein M. Recovering Probability Distributions from Option Prices // Journal of Finance, 51 (December 1996). – P. 1611-1631.

Lauterbach B. and Schultz P. Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives//Journal of Finance, 4, no. 4 (September 1990).-P. 1181-1210.

Melick W. R. and Thomas С. P. Recovering an Asset's Implied Probability Function from Option Prices: An Application to Crude Oil during the Gulf Crisis // Journal of Financial and Quantitative Analysis, 32, no. 1 (March 1997). – P. 91-115.

Rubinstein M. Nonparametnc Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active СВОЕ Option Classes from August 23,1976 through August 31,1978 // Journal of Finance, 40 (June 1985). -P. 455^80.

Rubinstein M. Implied Binomial Trees // Journal of Finance, 49, 3 (July 1994). – P. 771-818.

Xu X. and Taylor S. J. The Term Structure of Volatility Implied by Foreign Exchange Options // Journal of Financial and Quantitative Analysis, 29 (1994). – P. 57-74.

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