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Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908124
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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
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"Mean Reversion" und "Time Varying Expected Returns" in internationalen Aktienmärkten : Theorie und empirische Evidenz
Bodmer, David - 1996
Persistent link: https://www.econbiz.de/10000953649
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Implizite Volatilitäten am Aktien- und Optionsmarkt
Dartsch, Andreas - 1999
Persistent link: https://www.econbiz.de/10001364354
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Cash mergers and the volatility smile
Bester, C. Alan; Martinez, Victor H.; Rosu, Ioanid - 2018
variables used in the merger literature. As predicted by the model, a graph of the target firm's implied volatility against the …
Persistent link: https://www.econbiz.de/10011951308
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Optionspreise und implizite Kursprozesse
Wallmeier, Martin - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 331-346). 2003
Persistent link: https://www.econbiz.de/10001736363
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Asset prices and alternative characterizations of the pricing kernel
Lüders, Erik (contributor) - 2002
Persistent link: https://www.econbiz.de/10001701661
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An empirical investigation of continuous-time equity return models
Andersen, Torben; Benzoni, Luca; Lund, Jesper - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
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Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://www.econbiz.de/10001509334
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Dichtotomous rate in stock-price process
Koňák, Michael - In: Current topics in quantitative finance : with 23 tables, (pp. 93-108). 1999
Persistent link: https://www.econbiz.de/10001442933