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Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
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Martingale restrictions and the implied market price of risk
Turvey, Calum Greig; Komar, Sridar - In: Canadian journal of agricultural economics : CJAE 55 (2007) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10003444902
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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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A generalized partially linear model of asymmetric volatility
Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
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Capital investment under alternative marketing scenarios in the hog industry : a real option approach
Maung, Adam C.; Foster, Kenneth Alan - In: Canadian journal of agricultural economics : CJAE 50 (2002) 3, pp. 223-235
Persistent link: https://www.econbiz.de/10001745632
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On the pricing of cross currency futures options for Canadian grains and livestock
Turvey, Calum Greig; Yin, Shihong - In: Canadian journal of agricultural economics : CJAE 50 (2002) 3, pp. 317-332
Persistent link: https://www.econbiz.de/10001745673
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188