Narrow search
Showing 1 - 10 of 10
Cover Image
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Cover Image
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff - In: Advances in futures and options research : a research annual 10 (1999), pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Cover Image
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 1 (1986), pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Cover Image
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Cover Image
The skewness premium : option pricing under asymmetric processes
Bates, David S. - In: Advances in futures and options research : a research annual 9 (1997), pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Cover Image
Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Cover Image
A generalized partially linear model of asymmetric volatility
Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Cover Image
Unbiased estimation of option prices : an examination of the return from hedging options against stocks
Butler, John S. - In: Advances in futures and options research : a research annual 7 (1994), pp. 167-176
Persistent link: https://www.econbiz.de/10001196346
Cover Image
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Cover Image
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S. - In: Advances in futures and options research : a research annual 9 (1997), pp. 175-196
Persistent link: https://www.econbiz.de/10001226756