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ECONIS (ZBW)
842
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1
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
2
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
3
Volatility
discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
4
Credit-implied forward
volatility
and
volatility
expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
5
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
6
Examining the flight-to-safety with the implied volatilities
Sarwar, Ghulam
- In:
Finance research letters
20
(
2017
),
pp. 118-124
Persistent link: https://www.econbiz.de/10011806824
Saved in:
7
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
8
Pricing
volatility
-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
9
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
10
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
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