Narrow search
Showing 1 - 10 of 6,513
Cover Image
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
Cover Image
Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
Cover Image
Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555
Cover Image
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.; Rosenberg, Joshua V. - 1994
Persistent link: https://www.econbiz.de/10000147446
Cover Image
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
Cover Image
Options-pricing formula with disaster risk
Barro, Robert J.; Liao, Gordon Y. - 2016
Persistent link: https://www.econbiz.de/10011432216
Cover Image
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.; Pástor, Ľuboš; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010240002
Cover Image
Deflation risk
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2013
Persistent link: https://www.econbiz.de/10009784893
Cover Image
On the fundamental relation between equity returns and interest rates
Choi, Jaewon; Richardson, Matthew; Whitelaw, Robert F. - 2014
Persistent link: https://www.econbiz.de/10010372573
Cover Image
Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011563045