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On the determinants of the implied default barrier
Dionne, Georges; Laajimi, Sadok - In: Journal of empirical finance 19 (2012) 3, pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
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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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Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng; Myers, Robert J.; Guan, Zhengfei; Wang, Zhiguang - In: Journal of empirical finance 34 (2015), pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
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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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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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Isolating the disaster risk premium with equity options
Horvath, Jaroslav - In: Journal of empirical finance 51 (2019), pp. 138-148
Persistent link: https://www.econbiz.de/10012170406
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The success of option listings
Bernales, Alejandro - In: Journal of empirical finance 40 (2017), pp. 139-161
Persistent link: https://www.econbiz.de/10011744471
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Consumption risks in option returns
Yang, Shuwen; Aretz, Kevin; Liu, Hening; Zhang, Yuzhao - In: Journal of empirical finance 69 (2022), pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
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Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei; Kolokolova, Olga; Lin, Ming-Tsung; Poon, … - In: Journal of empirical finance 72 (2023), pp. 188-213
Persistent link: https://www.econbiz.de/10014476820