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The role of multivariate skew-student density in the estimation of stock market crashes
Wu, Lei; Meng, Qingbin; Velazquez, Julio C. - In: The European journal of finance 21 (2015) 13/15, pp. 1144-1160
Persistent link: https://www.econbiz.de/10011419786
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Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole; Boyle, Phelim P. - In: The European journal of finance 17 (2011) 3/4, pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
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Analysing bank-issued option pricing
Abad Díaz, David; Nieto Domenech, Belen - In: The European journal of finance 17 (2011) 1/2, pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
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Multivariate digital options with memory
Cherubini, Umberto; Romagnoli, Silvia - In: The European journal of finance 17 (2011) 7/8, pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan - In: The European journal of finance 21 (2015) 4/6, pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Distribution-free upper bounds for spread options and market-implied antimonotonicity gap
Laurence, Peter; Wang, Tai-ho - In: The European journal of finance 14 (2008) 7/8, pp. 717-734
Persistent link: https://www.econbiz.de/10003816553
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Investor sentiment and value and growth stock index options
Coakley, Jerry; Dotsis, George; Liu, Xiaoquan; Zhai, Jia - In: The European journal of finance 20 (2014) 10/12, pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
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Bounding the generalized convex call price
Henin, Claude - In: The European journal of finance 2 (1996) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10001210193
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How to design down-and-out barrier option contracts so that firms invest when it is socially efficient
Jou, Jyh-Bang; Lee, Tan - In: The European journal of finance 22 (2016) 13/15, pp. 1561-1579
Persistent link: https://www.econbiz.de/10011715495