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Complex barrier options
Cheuk, Terry Hon Fu - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
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The impact of firm specific news on implied volatilities
Donders, Monique - In: Journal of banking & finance 20 (1996) 9, pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique; Kouwenberg, Roy; Vorst, Ton - In: European financial management : the journal of the … 6 (2000) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966915
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Complex barrier options
Cheuk, Terry Hon Fu; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966919
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Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu; Vorst, Ton - 1995
Persistent link: https://www.econbiz.de/10000904883
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Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique; Kouwenberg, Roy; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000988106
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel - In: Journal of banking & finance 21 (1997) 8, pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
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Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912209