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Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc - In: Applied financial economics 7 (1997) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
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Spanning tests for options using principal components methods
Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
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Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
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Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi; Wenjie Ma - In: Applied financial economics 23 (2013) 7/9, pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
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The effect of volatility estimates in the valuation of underwritten rights issues
Chan, Howard Wei-hong - In: Applied financial economics 7 (1997) 5, pp. 473-480
Persistent link: https://www.econbiz.de/10001229841
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Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi; Cavallo, Laura - In: Applied financial economics 12 (2002) 3, pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
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Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo; Caggese, Andrea - In: Applied financial economics 10 (2000) 3, pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
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Systematic factors, information release and market volatility
Aktas, Elvan - In: Applied financial economics 21 (2011) 4/6, pp. 415-420
Persistent link: https://www.econbiz.de/10009124541
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An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris; Garrett, Ian; Hinich, Melvin J. - In: Applied financial economics 9 (1999) 6, pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
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S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680