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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 8 (1999) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001495523
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Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar; Jacob, Joshy; Pandey, Ajay - In: International review of financial analysis 39 (2015), pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
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Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
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On practitioners closed-form GARCH option pricing
Mozumder, Sharif; Frijns, Bart; Talukdar, Bakhtear; … - In: International review of financial analysis 94 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014543999