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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
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Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
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Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing; Van Kooten, Gerrit C. - In: Journal of empirical finance 32 (2015), pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
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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
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Trading activity and price discovery in Bitcoin futures markets
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: Journal of empirical finance 62 (2021), pp. 107-120
Persistent link: https://www.econbiz.de/10012693330
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Do leveraged warrants prompt individuals to speculate on stock price reversals?
Farkas, Miklós; Váradi, Kata - In: Journal of empirical finance 63 (2021), pp. 164-176
Persistent link: https://www.econbiz.de/10013258996
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The price discovery role of day traders in futures market : evidence from different types of day traders
Fung, Scott; Tsai, Shih-Chuan - In: Journal of empirical finance 64 (2021), pp. 53-77
Persistent link: https://www.econbiz.de/10013259400
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Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel; Coakley, Jerry; Kellard, Neil - In: Journal of empirical finance 38 (2016), pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
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Determinants of price discovery in the VIX futures market
Chen, Yu-Lun; Tsai, Wei-Che - In: Journal of empirical finance 43 (2017), pp. 59-73
Persistent link: https://www.econbiz.de/10011817906