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isPartOf:"Review of derivatives research"
~accessRights:"restricted"
~person:"Cruz, Aricson"
~person:"Li, Weiping"
~person:"Wang, Jr-Yan"
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Review of derivatives research
Annals of operations research ; volume 264, numbers 1/2 (May 2018)
1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
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2
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
3
Rainbow trend options : valuation and applications
Wang, Jr-Yan
;
Wang, Hsiao-Chuan
;
Ko, Yi-Chen
;
Hung, Mao-Wei
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
Saved in:
4
The valuation of forward-start rainbow options
Chen, Chun-Ying
;
Wang, Hsiao-Chuan
;
Wang, Jr-Yan
- In:
Review of derivatives research
18
(
2015
)
2
,
pp. 145-188
Persistent link: https://www.econbiz.de/10011477296
Saved in:
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