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~person:"Andersen, Torben"
~person:"Kwok, Yue-Kuen"
~source:"econis"
~subject:"Theorie"
~subject:"Variance options"
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Variance options
Option trading
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12
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Andersen, Torben
Kwok, Yue-Kuen
Hull, John
23
Vorst, Ton
10
Fusari, Nicola
8
Giglio, Stefano
8
Kelly, Bryan T.
8
Kit, Pong Wong
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6
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6
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5
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
5
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
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6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
7
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
8
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
9
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
10
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
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