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~isPartOf:"Review of derivatives research"
~person:"Carverhill, Andrew"
~person:"Chance, Don M."
~person:"Dai, Tian-Shyr"
~person:"Farkas, Walter"
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Carverhill, Andrew
Chance, Don M.
Dai, Tian-Shyr
Farkas, Walter
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Review of derivatives research
Research paper series / Swiss Finance Institute
3
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Review of Derivatives Research, 22 (1), 1-40, (2019)
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Review of financial economics : RFE
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
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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
Local volatility of volatility for the VIX market
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 267-293
Persistent link: https://www.econbiz.de/10010222940
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4
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:
5
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
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