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Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo - In: Journal of banking & finance 32 (2008) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10003647242
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Bounds and prices of currency cross-rate options
Chung, San-Lin; Wang, Yaw-Huei - In: Journal of banking & finance 32 (2008) 5, pp. 631-642
Persistent link: https://www.econbiz.de/10003702565
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US presidential elections and implied volatility : the role of political uncertainty
Goodwell, John W.; Vähämaa, Sami - In: Journal of banking & finance 37 (2013) 3, pp. 1108-1117
Persistent link: https://www.econbiz.de/10009708701
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Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas; Alexander, Carol - In: Journal of banking & finance 36 (2012) 11, pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos; Skiadopoulos, George - In: Journal of banking & finance 28 (2004) 7, pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
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The risk of foreign currency contingent claims at US commercial banks
Chaudhry, Mukesh (contributor) - In: Journal of banking & finance 24 (2000) 9, pp. 1399-1417
Persistent link: https://www.econbiz.de/10001501598
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Mixing and matching : prospective financial sector mergers and market valuation
Estrella, Arturo - In: Journal of banking & finance 25 (2001) 12, pp. 2367-2392
Persistent link: https://www.econbiz.de/10001636694
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Assessing the FDIC's premium and examination policies using 'Soviet' put options
Epps, Thomas W. - In: Journal of banking & finance 20 (1996) 4, pp. 699-721
Persistent link: https://www.econbiz.de/10001197704