Narrow search
Showing 1 - 10 of 305
Cover Image
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
Cover Image
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei; Lian, Yu-Min; Liao, Szu-Lang - In: Applied financial economics 24 (2014) 10/12, pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Cover Image
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
Cover Image
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
Cover Image
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 10/12, pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Cover Image
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco - In: Applied financial economics 21 (2011) 7/9, pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Cover Image
Estimating volatility from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro - In: Applied financial economics 22 (2012) 7/9, pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Cover Image
Calibration strategies of stochastic volatility models for option pricing
Larikka, Mauri; Kanniainen, Juho - In: Applied financial economics 22 (2012) 22/24, pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
Cover Image
Option pricing with time-changed Lévy processes
Klingler, Sven; Kim, Young Shin; Račev, Svetlozar T.; … - In: Applied financial economics 23 (2013) 13/15, pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Cover Image
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam - In: Applied financial economics 21 (2011) 22/24, pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057