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Inferring option-implied investors' risk preferences
Giamouridis, Daniel - In: Applied financial economics 15 (2005) 7, pp. 479-488
Persistent link: https://www.econbiz.de/10002738632
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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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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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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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On the application of the Black and Scholes formula to valuing bonds with embedded options : the case of extendible bonds
Athanassakos, George - In: Applied financial economics 6 (1996) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10001197241
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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
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A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj - In: Applied financial economics 23 (2013) 22/24, pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
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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
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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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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