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What moves the tail? : The determinants of the option-implied probability density function of the DAX index
Glatzer, Ernst; Scheicher, Martin - In: The journal of futures markets 25 (2005) 6, pp. 515-536
Persistent link: https://www.econbiz.de/10002846386
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Modelling the implied probability of stock market movements
Scheicher, Martin; Glatzer, Ernst - In: Economic & financial modelling : a journal of the … 10 (2003) 4, pp. 153-197
Persistent link: https://www.econbiz.de/10001883022
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Modelling the implied probability of stock market movements
Glatzer, Ernst (contributor); Scheicher, Martin (contributor) - 2003
Persistent link: https://www.econbiz.de/10001749468
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GARCH vs. stochastic volatility : option pricing and risk management
Lehar, Alfred; Scheicher, Martin; Schittenkopf, Christian - In: Journal of banking & finance 26 (2002) 2/3, pp. 323-345
Persistent link: https://www.econbiz.de/10001654320
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Modelling the implied probability of stock market movements
Glatzer, Ernst - 2003
Persistent link: https://www.econbiz.de/10013434536