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Delta hedging with the smile
Vähämaa, Sami - In: Essays on option-implied information, (pp. 47-72). 2004
Persistent link: https://www.econbiz.de/10002466449
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Skewness and kurtosis adjusted Black-Scholes model: a note on hedging performance
Vähämaa, Sami - In: Essays on option-implied information, (pp. 73-86). 2004
Persistent link: https://www.econbiz.de/10002466495
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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami - In: Essays on option-implied information, (pp. 87-112). 2004
Persistent link: https://www.econbiz.de/10002466519
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Implied volatility linkages among major European currencies
Nikkinen, Jussi; Sahlström, Petri; Vähämaa, Sami - In: Essays on option-implied information, (pp. 113-137). 2004
Persistent link: https://www.econbiz.de/10002466584