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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
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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
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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
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Biases and sensitivities of the black-scholes option price
Lee, Cheng F. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
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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
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A general approach for modeling the term structure of interest rates : estimation and application
Zhang, Hua - In: Advances in quantitative analysis of finance and … 5 (1997), pp. 61-85
Persistent link: https://www.econbiz.de/10001230054
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Option pricing and higher order moments
Young, Stephen D.; Jabbour, George M.; Kramin, Marat V.; … - In: Advances in quantitative analysis of finance and … 10 (2002), pp. 23-39
Persistent link: https://www.econbiz.de/10001753316