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A homotopy analysis method for the option pricing PDE in post-crash markets
El-Khatib, Youssef - In: Mathematical economics letters 2 (2014) 3/4, pp. 45-50
Persistent link: https://www.econbiz.de/10010496354
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A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-Gutiérrez, Josep Maria; De Vincent-Humphreys, … - In: Eurasian economic review : a journal of the Eurasia … 2 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010340001
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Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.; Gay, Gerald D.; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
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Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien; Huang, Hsin-yi - In: Journal of empirical finance 18 (2011) 3, pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724823
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Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.; Voukelatos, Nikolaos - In: Journal of multinational financial management 23 (2013) 1/2, pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
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Monitoring financial distress in a high-stress financial world : the role of option prices as bank risk metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - In: Journal of financial services research : JFSR 44 (2013) 3, pp. 229-257
Persistent link: https://www.econbiz.de/10010336307
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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The derivatives market and financial instability
Ionescu, Cristian - In: Economics, management and financial markets 9 (2014) 1, pp. 457-465
Persistent link: https://www.econbiz.de/10011543988
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Inflation, deflation, and uncertainty : what drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis
Scharnagl, Michael; Stapf, Jelena - In: Economic modelling 48 (2015), pp. 248-269
Persistent link: https://www.econbiz.de/10011454185