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Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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A generalized partially linear model of asymmetric volatility
Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
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A comparative analysis of the price-process model of mortgage valuation
Murphy, Austin - In: Review of financial economics : RFE 9 (2000) 2, pp. 65-82
Persistent link: https://www.econbiz.de/10001543150
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Rational price limits in futures markets : tests of a simple optimizing model
Ackert, Lucy F. - In: Review of financial economics : RFE 4 (1994) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001178524
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Default probability on corporate bonds : a contingent claims model
Trussel, John - In: Review of financial economics : RFE 6 (1997) 2, pp. 199-209
Persistent link: https://www.econbiz.de/10001234499
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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The impact of equity option expirations on the prices of non-expiring options
Broughton, John B. - In: Review of financial economics : RFE 4 (1995) 2, pp. 109-123
Persistent link: https://www.econbiz.de/10001188744