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New approach to estimating VIX truncation errors using corridor variance swaps
Wu, Desheng Dash; Liu, Tianxiang - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
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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
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Counterparty credit risk and American options
Klein, Peter; Yang, Jun - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
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Counterparty Credit Risk and American Options
Klein, Peter; Yang, Jun - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 7-22
Persistent link: https://www.econbiz.de/10010135721