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Meddelanden från Svenska Handelshögskolan
15
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
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ECONIS (ZBW)
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Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
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2
The expiration day effect of index options and index futures on the underlying shares
Felixson, Karl
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001706918
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3
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
4
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
5
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
Saved in:
6
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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7
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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8
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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9
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
Saved in:
10
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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