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Black-Scholes model
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Applied economics
The journal of futures markets
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The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun
;
Shu, Jinghong
;
Zhang, Jin E.
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Doing well while doing good : ESG ratings and corporate bond returns
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Applied economics
56
(
2024
)
16
,
pp. 1916-1934
Persistent link: https://www.econbiz.de/10014475234
Saved in:
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