Narrow search
Showing 1 - 10 of 279
Cover Image
Higher order Greeks
Ederington, Louis H.; Guan, Wei - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
Cover Image
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio; Wu, Liuren - In: The journal of derivatives : the official publication … 13 (2005) 2, pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Cover Image
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
Cover Image
Model-based versus model-free implied volatility : evidence from North American, European, and Asian index option markets
Biktimirov, Ernest N.; Wang, Chunrong - In: The journal of derivatives : the official publication … 24 (2017) 3, pp. 42-68
Persistent link: https://www.econbiz.de/10011687342
Cover Image
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.; Nawalkha, Sanjay K. - In: The journal of derivatives : the official publication … 17 (2009/10) 4, pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Cover Image
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Cover Image
Implied volatility functions : a reprise
Rosenberg, Joshua V. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Cover Image
Volatility surface calibration to illiquid options
Nagy, László; Ormos, Mihály - In: The journal of derivatives : the official publication … 26 (2019) 3, pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Cover Image
On pricing Asian options under stochastic volatility
Russo, Emilio; Staino, Alessandro - In: The journal of derivatives : the official publication … 23 (2016) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Cover Image
Curve-fitting method for implied volatility
Wu, Desheng Dash; Liu, Tianxiang - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 19-37
Persistent link: https://www.econbiz.de/10011968684