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~isPartOf:"Asia-Pacific financial markets"
~person:"Mitsui, Hidetoshi"
~person:"Privault, Nicolas"
~person:"Sasaki, Hiroshi"
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Mitsui, Hidetoshi
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Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
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pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
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Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
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pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
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