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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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General properties of option prices
Bergman, Yaacov Z. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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What type of process underlies options? : A simple robust test
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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The finite moment log stable process and option pricing
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
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A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 50 (1995) 3, pp. 789-819
Persistent link: https://www.econbiz.de/10001340027