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~subject:"Option pricing theory"
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Option pricing theory
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Byström, Hans N. E.
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Kwon, Oh Kang
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Nationalekonomiska Institutionen <Lund>
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Working paper / Department of Economics, Lund University
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International review of financial analysis
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ECONIS (ZBW)
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1
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
-
2015
Persistent link: https://www.econbiz.de/10011389400
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2
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
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3
A simple continous measure of credit risk
Byström, Hans N. E.
;
Kwon, Oh Kang
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 508-523
Persistent link: https://www.econbiz.de/10003612983
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4
A simple continuous measure of credit risk
Byström, Hans N. E.
;
Kwon, Oh Kang
-
2003
Persistent link: https://www.econbiz.de/10002250942
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5
A simple continuous measure of credit risk
Byström, Hans N. E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001809047
Saved in:
6
Stochastic volatility and pricing bias in the Swedish OMX-index call option market
Byström, Hans N. E.
-
2000
Persistent link: https://www.econbiz.de/10001529353
Saved in:
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