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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun; Engle, Robert F.; Kane, Alex - 1994 - Rev
Persistent link: https://www.econbiz.de/10000891511
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000877913
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Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000584825
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Strategische Optionen : eine kapitalmarktorientierte Bewertung von Investitionen unter Unsicherheit
Liebler, Hans - 1996
Persistent link: https://www.econbiz.de/10000598197
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Endogenous exchange rate
Vignola, Luigi - 1998
Persistent link: https://www.econbiz.de/10000679548
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Evaluating forecasts of correlation using option pricing
Gibson, Michael S.; Boyer, Brian H. - 1997
Persistent link: https://www.econbiz.de/10000652837