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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Orosi, Greg"
~subject:"Optionspreistheorie"
~type:"article"
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Orosi, Greg
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of derivatives & hedge funds
2
Annals of financial economics
1
International journal of financial markets and derivatives
1
The journal of asset management
1
The journal of futures markets
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Estimating
option
-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
2
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
3
A multi-parameter extension of Figlewski’s
option
-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
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