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Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya - 2014
Persistent link: https://www.econbiz.de/10010516044
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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
Persistent link: https://www.econbiz.de/10010516655
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Volatility forecasting using financial statement information
Sridharan, Suhas A. - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
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At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns
Kensinger, John W. - In: Research in finance 31 (2015), pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
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Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan - In: Annals of financial economics 9 (2014) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
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Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad; Breda, Vasile - 2016
Persistent link: https://www.econbiz.de/10013164574
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Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan - In: International journal of financial engineering 7 (2020) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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Option pricing: channels, target zones and sideways markets
Kakushadze, Zura - In: Bulletin of applied economics 7 (2020) 2, pp. 25-33
Persistent link: https://www.econbiz.de/10012813830