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The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
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Static hedging and pricing American knock-out options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
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Static Hedging and Pricing American Knock-Out Options
Chung, San-Lin; Shih, Pai-Ta; Tsai, Wei-Che - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 23-48
Persistent link: https://www.econbiz.de/10010135722
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THE IMPACT OF JUMP DYNAMICS ON THE PREDICTIVE POWER OF OPTION-IMPLIED DENSITIES
Wang, Yaw-Huei - In: The journal of derivatives : the official publication … 16 (2009) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10008230597