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Before and after the economic crisis : what implications for the "European social model"
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1
A homotopy analysis method for the option pricing PDE in post-crash markets
El-Khatib, Youssef
- In:
Mathematical economics letters
2
(
2014
)
3/4
,
pp. 45-50
Persistent link: https://www.econbiz.de/10010496354
Saved in:
2
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
3
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
4
Der Informationsgehalt von Optionspreisen während der Finanzkrise
In:
Monatsbericht / Europäische Zentralbank
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008934069
Saved in:
5
Rynki finansowe i ubezpieczenia : nowe perspektywy instytucji i instrumentów
Przybylska-Kapuścińska, Wiesława
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008699045
Saved in:
6
The 2011 European short sale ban : a cure or a curse?
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
- In:
Journal of financial stability
25
(
2016
),
pp. 115-131
Persistent link: https://www.econbiz.de/10011704876
Saved in:
7
Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439788
Saved in:
8
Optimal portfolios : new variations of an old theme
Korn, Ralf
- In:
Computational Management Science : CMS
5
(
2008
)
4
,
pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
Saved in:
9
Dynamics and controllability of financial derivatives : towards stabilization the global financial crisis
Shibli, Murad
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10009668280
Saved in:
10
An overview of the Black-Scholes-Merton model after the 2008 credit crisis
Hunzinger, Chadd B.
;
Labuschagne, Coenraad C. A.
- In:
Econometrics of risk
,
(pp. 41-52)
.
2015
Persistent link: https://www.econbiz.de/10010498585
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