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Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping; Zhou, Hang; Zhou, Duotai - In: International review of financial analysis 88 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
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Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing; Wang, Shouyang; Sui, Cong - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
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The role of asset payouts in the estimation of default barriers
Bougias, Alexandros; Episcopos, Athanasios; Leledakis, … - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
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The statistical properties of parameters inferred from the Black-Scholes formula
Butler, John S. - In: International review of financial analysis 5 (1996) 3, pp. 223-235
Persistent link: https://www.econbiz.de/10001233346
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Normality test of option-implied risk-neutral densities : evidence from the small Finnish market
Nikkinen, Jussi - In: International review of financial analysis 12 (2003) 2, pp. 99-116
Persistent link: https://www.econbiz.de/10001769969
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Finance models as metaphors
McGoun, Elton G. - In: International review of financial analysis 12 (2003) 4, pp. 421-433
Persistent link: https://www.econbiz.de/10001814336
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An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo - In: International review of financial analysis 14 (2005) 2, pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
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Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.; Ellis, Craig - In: International review of financial analysis 14 (2005) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
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Evaluation of volatility forecasts in an economic value framework
Elder, Adam; Gannon, Gerard - In: International review of financial analysis 7 (1998) 3, pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
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Pricing of foreign exchange options with transaction costs : the coice of trading interval
Hauser, Shmuel - In: International review of financial analysis 5 (1996) 2, pp. 145-160
Persistent link: https://www.econbiz.de/10001227039