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Static versus dynamic hedges : an empirical comparison for barrier options
Engelmann, Bernd; Fengler, Matthias R.; Nalholm, Morten; … - In: Review of derivatives research 9 (2006) 3, pp. 239-264
Persistent link: https://www.econbiz.de/10003608141
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Hedging long-term forwards with short-term futures : a two-regime approach
Bühler, Wolfgang; Korn, Olaf; Schöbel, Rainer - In: Review of derivatives research 7 (2004) 3, pp. 185-212
Persistent link: https://www.econbiz.de/10002566667
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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.; Härdle, Wolfgang; Villa, Christophe - In: Review of derivatives research 6 (2003) 3, pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.; Stadler, Johannes; Stöckl, S. - In: Review of derivatives research 24 (2021) 2, pp. 95-133
Persistent link: https://www.econbiz.de/10012549093