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On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
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The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve - In: International review of economics & finance : IREF 7 (1998) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
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When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
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Extraction of market expectations from risk-neutral density
Arnerić, Josip; Aljinović, Zdravka; Poklepović, Tea - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 33 (2015) 2, pp. 235-256
Persistent link: https://www.econbiz.de/10011429565
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Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
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Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
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Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio; Caporin, Massimiliano; Caraglio, Michele - In: Journal of econometrics 187 (2015) 2, pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
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COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.; Polak, Pawel - In: Journal of econometrics 187 (2015) 2, pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram; Ryu, Doojin - In: Asian economic journal : journal of the East Asian … 30 (2016) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
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Volatility forecasting using financial statement information
Sridharan, Suhas A. - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882