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Volatility smile dynamics in scenario analysis
Sundkvist, Kim (contributor); Söderman, Ronnie (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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The pricing of american put options on stock with dividends
Vikström, Mikael (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
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The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim (contributor); Vikström, Mikael (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
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Hedging options with different time units in the pricing models
Vikström, Mikael (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
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Causes of observed feedback patterns between stocks and options
Jern, Benny (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
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Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
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Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
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Essays on numerical evaluation of derivatives
Niederstätter, Florian - 2017
Persistent link: https://www.econbiz.de/10012200697