Similar Search Results

Christoffersen, Peter F.; Du, Du; Elkamhi, Redouane - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1341-1364

Persistent link: https://www.econbiz.de/10011684726

Fonseca, José da; Gnoatto, Alessandro; Grasselli, Martino - In: Operations research letters 43 (2015) 6, pp. 601-607

Persistent link: https://www.econbiz.de/10011416324

Bentata, Amel; Cont, Rama - In: Finance and stochastics 19 (2015) 3, pp. 617-651

Persistent link: https://www.econbiz.de/10011418317

Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289

Persistent link: https://www.econbiz.de/10011430608

Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143

Persistent link: https://www.econbiz.de/10011526900

Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011532749

Singh, Shivam; Dixit, Alok - In: Theoretical economics letters 6 (2016) 2, pp. 151-165

Persistent link: https://www.econbiz.de/10011545451

Benth, Fred Espen; Zdanowicz, Hanna - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011453780

Figueroa-López, José E.; Ólafsson, Sveinn - In: Finance and stochastics 20 (2016) 1, pp. 219-265

Persistent link: https://www.econbiz.de/10011460382

Necula, Ciprian; Drimus, Gabriel; Farkas, Walter - 2016 - This version: 10 March 2016

that the resulting implied volatility curves provide an accurate approximation for a wide range of strike prices. Based on …

Persistent link: https://www.econbiz.de/10011506359