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~isPartOf:"Review of derivatives research"
~person:"Carverhill, Andrew"
~person:"Chance, Don M."
~person:"Hieber, Peter"
~subject:"Optionsgeschäft"
~subject:"United States"
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Optionsgeschäft
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Carverhill, Andrew
Chance, Don M.
Hieber, Peter
Drimus, Gabriel
3
Wang, Xingchun
3
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2
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2
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Review of derivatives research
Journal of financial markets
1
Review of financial economics : RFE
1
The journal of alternative investments
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ECONIS (ZBW)
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Pricing exotic options in a regime switching economy : a Fourier transform method
Hieber, Peter
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10012055739
Saved in:
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
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
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:
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