Similar Search Results

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

Calibrated GARCH models and exotic options

Kanniainen, Juho; Halme, Tero - In: Applied financial economics 23 (2013) 4/6, pp. 403-414

Persistent link: https://www.econbiz.de/10009718911

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

An examination of the Oslo Stock Exchange options market

Berg, Egil - In: Applied financial economics 6 (1996) 2, pp. 103-113

Persistent link: https://www.econbiz.de/10001198681

Pricing futures options with basis risk : evidence from S&P 500 futures options

Wang, Chou-wen; Wu, Ting-yi - In: Applied financial economics 18 (2008) 18/21, pp. 1561-1567

Persistent link: https://www.econbiz.de/10003799965

Empirical performance of affine option pricing models : evidence from the Australian index options market

Sharp, Timothy; Li, Steven; Allen, David E. - In: Applied financial economics 20 (2010) 4/6, pp. 501-514

2001 and December 2006. In particular, Stochastic Volatility (SV) and jumps in both price and volatility are considered … volatility, while put options are best modelled with a process that allows SV and jumps in price (but not in volatility). Under …

Persistent link: https://www.econbiz.de/10003963448