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Price disagreements and adjustments in index derivatives markets
Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
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Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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Modelling the dependency between currency and debt crises : an option based approach
Maltritz, Dominik - In: Economics letters 100 (2008) 3, pp. 344-347
Persistent link: https://www.econbiz.de/10003768771
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Option price without expected utility
Paan Jindapon; Shaw, William D. - In: Economics letters 100 (2008) 3, pp. 408-410
Persistent link: https://www.econbiz.de/10003768842
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Integrating delta : an intuitive single-integral approach to pricing European options on diverse stochastic processes
Edwards, Craig Steven - In: Economics letters 92 (2006) 1, pp. 20-25
Persistent link: https://www.econbiz.de/10003336497
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Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian; Radu, Alina-Nicoleta - In: Economics letters 114 (2012) 3, pp. 249-251
Persistent link: https://www.econbiz.de/10009550804
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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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Bipower variation with jumps and correlated returns
Duan, Yunpeng; Xue, Yi - In: Economics letters 125 (2014) 3, pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
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Markets that don't replicate any option
Aliprantis, Charalambos D.; Tourky, Rabee - In: Economics letters 76 (2002) 3, pp. 443-447
Persistent link: https://www.econbiz.de/10001692045