Narrow search
Showing 1 - 10 of 461
Cover Image
Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
Cover Image
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
Cover Image
Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo - 2001
Persistent link: https://www.econbiz.de/10013423607
Cover Image
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman; Chabakauri, Georgy - 2011
Persistent link: https://www.econbiz.de/10009155906
Cover Image
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
Cover Image
Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
Cover Image
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
Cover Image
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
Cover Image
An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
Cover Image
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034