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Abad Díaz, David; Nieto Domenech, Belen - In: The European journal of finance 17 (2011) 1/2, pp. 49-65

Persistent link: https://www.econbiz.de/10009155464

Scholz, Sebastian - 2010

is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose. Options are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy, options are the preferred …

Persistent link: https://www.econbiz.de/10010427577

Derivatives and default risk

Scholz, Sebastian - 2010

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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

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Impacts of derivative markets on spot market volatility and their persistence

Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258

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Derivatives in Islamic finance : the need and mechanisms avaiable

Rizvi, Syed Aun R.; Arshad, Shaista; Lahsasna, Ahcene - In: International journal of financial services management … 7 (2014) 3/4, pp. 177-195

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Psychology, stock/FX trading and option prices

Beilis, Alan; Dash, Jan W.; Volkman Wise, Jacqueline - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 251-268

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New solvable stochastic volatility models for pricing volatility derivatives

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Hedging efficiency in the Greek options market before and after the financial crisis of 2008

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The option to stock volume ratio and future returns

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