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~isPartOf:"Review of derivatives research"
~person:"Carverhill, Andrew"
~person:"Chance, Don M."
~person:"Dai, Tian-Shyr"
~person:"Dong, Ziming"
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Carverhill, Andrew
Chance, Don M.
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Review of derivatives research
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ECONIS (ZBW)
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Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
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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
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3
The smirk in the S&P500 futures options prices : a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10003874306
Saved in:
4
Efficient, exact algorithms for Asian options with multiresolution lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 181-203
Persistent link: https://www.econbiz.de/10001722147
Saved in:
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