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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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Private acquisition gains : a contingent claims explanation
Doukas, John A.; Gonenc, Halit; Plantinga, Auke - In: The European journal of finance 20 (2014) 10/12, pp. 1090-1113
Persistent link: https://www.econbiz.de/10010465915
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D. - In: The European journal of finance 14 (2008) 1/2, pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
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Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.; Borovkova, Svetlana - In: The European journal of finance 14 (2008) 1/2, pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
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Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M. - In: The European journal of finance 14 (2008) 1/2, pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
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On the dangers of a simplistic American option simulation valuation method
Areal, Nelson; Rodrigues, Artur - In: The European journal of finance 16 (2010) 3/4, pp. 373-379
Persistent link: https://www.econbiz.de/10003996410
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On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter; Mayo, Anita - In: The European journal of finance 13 (2007) 3/4, pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
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Skew Brownian motion and pricing European options
Corns, T. R. A.; Satchell, Stephen - In: The European journal of finance 13 (2007) 5/6, pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
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A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: The European journal of finance 13 (2007) 5/6, pp. 545-564
Persistent link: https://www.econbiz.de/10003570611