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~isPartOf:"Journal of banking & finance"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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342
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172
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ECONIS (ZBW)
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11
The predictive power of the implied
volatility
of options traded OTC and on exchanges
Yu, Wayne W.
;
Lui, Evans C. K.
;
Wang, Jacqueline W.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003905624
Saved in:
12
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic
volatility
model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Zirilli, …
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3420-3437
Persistent link: https://www.econbiz.de/10003577417
Saved in:
13
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
14
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
15
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
16
Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
Saved in:
17
The world price of jumo and
volatility
risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
18
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
Saved in:
19
Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
20
VIX option pricing and CBOE VIX Term Structure : a new methodology for
volatility
derivatives valuation
Lin, Yueh-neng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
Saved in:
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