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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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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 behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.; Satchell, Stephen - In: Applied financial economics 10 (2000) 1, pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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On the pricing of GDP-linked financial products
Kruse, Susanne; Meitner, Matthias; Schröder, Michael - In: Applied financial economics 15 (2005) 16, pp. 1125-1133
Persistent link: https://www.econbiz.de/10003213491
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A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
Levy, Haim - In: Applied financial economics 6 (1996) 4, pp. 377-382
Persistent link: https://www.econbiz.de/10001207513
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Volatility smiles and the information content of news
Fornari, Fabio; Mele, Antonio - In: Applied financial economics 11 (2001) 2, pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
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A bias-adjusted Black and Scholes option pricing model
Ncube, Mthuli - In: Applied financial economics 5 (1995) 2, pp. 51-60
Persistent link: https://www.econbiz.de/10001181325
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The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle - In: Applied financial economics 12 (2002) 10, pp. 715-724
Persistent link: https://www.econbiz.de/10001702510