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Citations: Equivalent Black volatilities
Source: tandfonline.com
Article summary:
1. The article discusses the equivalent black volatilities of various stochastic volatility models, such as CEV, SABR, and hyperbolic normal.
2. It examines the implications of these models on option pricing and provides approximate formulas for zero-coupon bonds.
3. The article also looks at the short-time behavior of VIX implied volatilities in a multifactor stochastic volatility framework and explores the role of leverage effect in price discovery process of credit markets.
Article analysis:
The article is generally reliable and trustworthy, as it draws upon a variety of sources to support its claims. The authors cite numerous studies from reputable journals and provide detailed explanations for their findings. Furthermore, they present both sides of the argument equally, allowing readers to form their own conclusions about the topic.
However, there are some potential biases that should be noted. For example, some of the studies cited may have been conducted by authors with vested interests in certain outcomes or results, which could lead to biased reporting or conclusions. Additionally, some of the evidence presented may be outdated or incomplete, which could lead to inaccurate conclusions being drawn from it. Finally, there is a lack of discussion regarding possible risks associated with using these models for option pricing or other financial decisions; this could lead to readers making uninformed decisions based on incomplete information.