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Beare, Brendan K.; Dossani, Asad - In: Quantitative finance 18 (2018) 4, pp. 623-635

Persistent link: https://www.econbiz.de/10011906445

Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38

Persistent link: https://www.econbiz.de/10001355577

Bernales, Alejandro; Guidolin, Massimo - In: Journal of financial markets 26 (2015), pp. 1-37

Persistent link: https://www.econbiz.de/10011477269

Gatheral, Jim; Jaisson, Thibault; Rosenbaum, Mathieu - In: Quantitative finance 18 (2018) 6, pp. 933-949

Persistent link: https://www.econbiz.de/10011910932

Takamizawa, Hideyuki - In: Quantitative finance 18 (2018) 7, pp. 1173-1198

Persistent link: https://www.econbiz.de/10011911531

Marks, Joseph M.; Simon, David P. - In: The journal of derivatives : the official publication … 25 (2017) 2, pp. 22-42

Persistent link: https://www.econbiz.de/10011941219

Li, Kai - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 9-25

Persistent link: https://www.econbiz.de/10001708432

Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81

Persistent link: https://www.econbiz.de/10001497759

Félix, Luiz; Kräussl, Roman; Stork, Philip - In: Quantitative finance 20 (2020) 5, pp. 823-849

Persistent link: https://www.econbiz.de/10012262625

Oikonomou, Ioannis; Stancu, Andrei; Symeonidis, Lazaros; … - In: Journal of financial markets 46 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012317893