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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
LSF Research Working Paper Series
114
Journal of empirical finance
18
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Explaining smiles : GARCH option pricing with conditional leptokurtosis and skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001770062
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Mutual funds, price pressure, and index options
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 30-46
Persistent link: https://www.econbiz.de/10011687327
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3
Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
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4
Explaining Smiles: GARCH Option Pricing with Conditional Leptokurtosis and Skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2003
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10005936068
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