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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo - 2001
Persistent link: https://www.econbiz.de/10013423607
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
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Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Exchange rates and trade : how important is hysteresis in trade?
Campa, José Manuel - 2000
Persistent link: https://www.econbiz.de/10013423217
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Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2011
Persistent link: https://www.econbiz.de/10009155906
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Thetotal cost of trading Belgian shares : Brussels versus London
Degryse, Hans - 1997
Persistent link: https://www.econbiz.de/10000620667
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Market size, the informational content of stock prices and risk : a multiasset model and some evidence
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705321