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An easy way to extract actual statistical measures from derivatives pricing models
Barbedo, Claudi Henrique da Silveira; Lemgruber, … - In: Journal of financial education 35 (2009) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10009884181
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O Uso de Dados de Alta Freqüência na Estimaçao da Volatilidade e do Valor em Risco para o IBOVESPA
Souza Moreira, Joao Maurício de; Lemgruber, Eduardo Facó - In: Revista brasileira de economia : RBE ; revista da … 58 (2004) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10008047622
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A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Emerging markets review 10 (2009) 3, pp. 179-190
Persistent link: https://www.econbiz.de/10009869138