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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol; Park, Sang Beom - In: International journal of economics and finance 6 (2014) 12, pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
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Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard - In: The journal of futures markets 37 (2017) 4, pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
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The relationships between foreign exchange volatility skew and jump risk
Chia Rui Ming Daryl - In: International journal of economics and finance 6 (2014) 6, pp. 70-83
Persistent link: https://www.econbiz.de/10010370842
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A Skellam market model for loan prime rate options
Chen, Zhanyu; Zhang, Kai; Zhao, Hongbiao - In: The journal of futures markets 42 (2022) 3, pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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Trading activity in options and stock around price-sensitive news announcements
Mazouz, Khelifa; Wu, Yuliang; Yin, Shuxing - In: The journal of futures markets 35 (2015) 12, pp. 1173-1194
Persistent link: https://www.econbiz.de/10011546246
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Short-term price effects of stock repurchases in Turkish capital markets
Pirgaip, Burak; Karacaer, Semra - In: International journal of economics and finance 7 (2015) 12, pp. 29-43
Persistent link: https://www.econbiz.de/10011411593
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Bidder's gain in public M&A transactions : does size matter?
Högholm, Kenneth - In: International journal of economics and finance 8 (2016) 5, pp. 1-12
Persistent link: https://www.econbiz.de/10011487238
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Dividend announcement and ex-dividend effects on stock return
Dinh Bao Ngoc; Nguyen Chi Cuong - In: International journal of economics and finance 8 (2016) 7, pp. 207-215
Persistent link: https://www.econbiz.de/10011524030