Narrow search
Showing 1 - 10 of 1,043
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian; Feng, Sixian - In: Finance research letters 49 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Cover Image
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
Cover Image
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
Cover Image
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak; Ruan, Xinfeng - In: Finance research letters 53 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Cover Image
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J; Maré, E. - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Cover Image
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Cover Image
Foreign equity lookback options with partial monitoring
Lee, Hangsuck; Ha, Hongjun; Kong, Byungdoo - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061335