Narrow search
Showing 1 - 3 of 3
Cover Image
Diversification with options and structured products
Yuan, Shuonan; Rieger, Marc Oliver - In: Review of derivatives research 24 (2021) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Cover Image
Local volatility of volatility for the VIX market
Drimus, Gabriel; Farkas, Walter - In: Review of derivatives research 16 (2013) 3, pp. 267-293
Persistent link: https://www.econbiz.de/10010222940
Cover Image
A general closed form option pricing formula
Necula, Ciprian; Drimus, Gabriel; Farkas, Walter - In: Review of derivatives research 22 (2019) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10012311636