Narrow search
Showing 1 - 10 of 556
Cover Image
Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan; Guo, Xiaoqiang - In: The journal of futures markets 20 (2000) 7, pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
Cover Image
Valuing credit derivatives using Gaussian quadrature : a stochastic volatility framework
Tahani, Nabil - In: The journal of futures markets 24 (2004) 1, pp. 3-35
Persistent link: https://www.econbiz.de/10001850811
Cover Image
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip K.; Newman, Scott - In: The journal of futures markets 25 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Cover Image
An explicitly solvable multi-scale stochastic volatility model : option pricing and calibration problems
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: The journal of futures markets 29 (2009) 9, pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
Cover Image
Valuing stock options when prices are subject to a lower boundary : a correction
Hertrich, Markus; Veestraeten, Dirk - In: The journal of futures markets 33 (2013) 9, pp. 889-890
Persistent link: https://www.econbiz.de/10009779058
Cover Image
Pricing multiasset cross-currency options
Shiraya, Kenichiro; Takahashi, Akihiko - In: The journal of futures markets 34 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010254960
Cover Image
Pricing forward skew dependent derivatives : multifactor versus single-factor stochastic volatility models
Marabel Romo, Jacinto - In: The journal of futures markets 34 (2014) 2, pp. 124-144
Persistent link: https://www.econbiz.de/10010255495
Cover Image
Stochastic volatility and the mean reverting process
Sabanis, Sotirios - In: The journal of futures markets 23 (2003) 1, pp. 33-47
Persistent link: https://www.econbiz.de/10001745957
Cover Image
Pricing VIX futures : evidence from integrated physical and risk-neutral probability measures
Lin, Yueh-neng - In: The journal of futures markets 27 (2007) 12, pp. 1175-1217
Persistent link: https://www.econbiz.de/10003627193
Cover Image
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891
Persistent link: https://www.econbiz.de/10003518525