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Empirical performance of option pricing models : evidence from India
Singh, Vipul Kumar - In: International journal of economics and finance 5 (2013) 2, pp. 141-154
Persistent link: https://www.econbiz.de/10009705041
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The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine; Tortian, Annie - In: International journal of economics and finance 5 (2013) 8, pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
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The relationships between foreign exchange volatility skew and jump risk
Chia Rui Ming Daryl - In: International journal of economics and finance 6 (2014) 6, pp. 70-83
Persistent link: https://www.econbiz.de/10010370842
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A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol; Park, Sang Beom - In: International journal of economics and finance 6 (2014) 12, pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
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Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna; Arekar, Kirti - In: International journal of economics and finance 8 (2016) 3, pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
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Valuation of quanto floating range notes under the cross-currency LIBOR market model
Chou, Chi-Hsun; Hsieh, Tsung-Yu; Chen, Son-nan - In: International journal of economics and finance 7 (2015) 12, pp. 70-83
Persistent link: https://www.econbiz.de/10011411651
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Insurance economics and theory of option pricing : a proposal
Ting, Chao Chiung - In: International journal of economics and finance 6 (2014) 12, pp. 178-191
Persistent link: https://www.econbiz.de/10010461456
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Valuation of interacting time-to-build and growth real options in infrastructure investments
Adetunji, Olubanjo Michael; Owolabi, Akintola Amos - In: International journal of economics and finance 8 (2016) 12, pp. 202-215
Persistent link: https://www.econbiz.de/10011602855
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Examining the efficiency of American put option pricing by Monte Carlo methods with variance reduction
Chang, George - In: International journal of economics and finance 10 (2018) 2, pp. 10-13
Persistent link: https://www.econbiz.de/10011814902
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American option valuation methods
Zhao, Jinsha - In: International journal of economics and finance 10 (2018) 5, pp. 1-13
Persistent link: https://www.econbiz.de/10011861003