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person:"Rombouts, Jeroen V. K."
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Journal of banking & finance"
~person:"Bouri, Elie"
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Rombouts, Jeroen V. K.
Bouri, Elie
Kim, Young Shin
4
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Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
2
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2267-2281
Persistent link: https://www.econbiz.de/10009247226
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