//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of Risk and Financial Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"can do"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Can-Do options
2
JSE
2
calibration
2
deterministic volatility function
2
dupire transforms
2
exotic options
2
gyöngy theorem
2
implied volatility
2
local volatility
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
1
Language
All
English
1
Undetermined
1
Author
All
Kotzé, Antonie
2
Oosthuizen, Rudolf
2
Pindza, Edson
2
Published in...
All
Journal of Risk and Financial Management
International Journal of Academic Research in Business and Social Sciences
1
Journal of Business Ethics
1
Journal of risk and financial management : JRFM
1
Source
All
EconStor
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options
Kotzé, Antonie
;
Oosthuizen, Rudolf
;
Pindza, Edson
- In:
Journal of Risk and Financial Management
8
(
2015
)
1
,
pp. 43-82
that assumes a constant volatility. The Johannesburg Stock Exchange (JSE) lists exotic options on its
Can-Do
platform. Most …
Persistent link: https://www.econbiz.de/10011133884
Saved in:
2
Implied and local volatility surfaces for South African index and foreign exchange options
Kotzé, Antonie
;
Oosthuizen, Rudolf
;
Pindza, Edson
- In:
Journal of Risk and Financial Management
8
(
2015
)
1
,
pp. 43-82
that assumes a constant volatility. The Johannesburg Stock Exchange (JSE) lists exotic options on its
Can-Do
platform. Most …
Persistent link: https://www.econbiz.de/10011843252
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->