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Husmann, Sven; Todorova, Neda - In: Finance Research Letters 8 (2011) 4, pp. 213-219

This paper extends the option pricing equations of Black and Scholes [1973. Journal of Political Economy 81, 637–654], Jarrow and Madan [1997. European Finance Review 1, 15–30] and Husmann and Stephan [2007. Journal of Futures Markets 27, 961–979]. In particular, we show that the length of...

Persistent link: https://www.econbiz.de/10010599675

A comparative study of range‐based stock return volatility estimators for the German market

Todorova, Neda; Husmann, Sven - In: Journal of Futures Markets 32 (2012) 6, pp. 560-586

Persistent link: https://www.econbiz.de/10011006090

Market expectations and option prices : evidence for the DAX 30

Husmann, Sven; Lubnau, Thorben; Todorova, Neda - In: International journal of economic perspectives : IJEP 6 (2012) 2, pp. 169-181

Persistent link: https://www.econbiz.de/10011587120

CAPM option pricing

Husmann, Sven; Todorova, Neda - In: Finance research letters 8 (2011) 4, pp. 213-219

Persistent link: https://www.econbiz.de/10009425849

Generalized option betas

Husmann, Sven; Todorova, Neda - In: Journal of mathematical finance 3 (2013) 3, pp. 347-356

Persistent link: https://www.econbiz.de/10010239545

A comparative study of range-based stock return volatility estimators for the German market

Todorova, Neda; Husmann, Sven - In: The journal of futures markets 32 (2012) 6, pp. 560-586

Persistent link: https://www.econbiz.de/10010218787

A comparative study of range‐based stock return volatility estimators for the German market

Todorova, Neda; Husmann, Sven - In: The journal of futures markets 32 (2012) 6, pp. 560-587

Persistent link: https://www.econbiz.de/10009964824