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A market-based martingale valu...
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Sundkvist, Kim
5
Söderman, Ronnie
4
Vikström, Mikael
4
Harju, Kari
2
Hussain, Syed Mujahid
2
Penttinen, Aku
2
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Djupsjöbacka, Daniel
1
Felixson, Karl
1
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1
Maukonen, Marko S.
1
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Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
990
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
222
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
International Monetary Fund (IMF)
76
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64
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58
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36
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25
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25
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25
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18
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17
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Reserve Bank of Australia
17
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14
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14
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14
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14
School of Economics and Management, University of Aarhus
14
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13
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13
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Meddelanden från Svenska Handelshögskolan
20
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
3
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ECONIS (ZBW)
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1
Volatility
smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
5
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:
6
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:
7
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
8
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:
9
Modeling the implied
volatility
smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
10
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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