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1
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Pricing American options when asset prices jump
Chockalingam, Arunachalam
;
Muthuraman, Kumar
- In:
Operations research letters
38
(
2010
)
2
,
pp. 82-86
Persistent link: https://www.econbiz.de/10003961602
Saved in:
4
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
5
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
6
Volatility
risk premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
7
Volatility
risks and growth options
Ai, Hengjie
;
Kiku, Dana
- In:
Management science : journal of the Institute for …
62
(
2016
)
3
,
pp. 741-763
Persistent link: https://www.econbiz.de/10011453540
Saved in:
8
Understanding foreign exchange option returns : the information content of
volatility
Kermiche, Lamya
;
Dupuy, Philippe
- In:
The journal of applied business research
32
(
2016
)
2
,
pp. 439-448
Persistent link: https://www.econbiz.de/10011500530
Saved in:
9
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
10
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
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