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The valuation of options on index futures with stochastic dividend yields
Zambrano, Enrique A.; Sequera, Rednaxela - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10012510322
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Convenience yield and the theory of storage : applying an option-based approach
Omura, Akihiro; West, Jason - In: The Australian journal of agricultural and resource … 59 (2015) 3, pp. 355-374
Persistent link: https://www.econbiz.de/10011392918
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Some questions on the pricing of SPI futures contracts
Heaney, Richard A. - 1993
Persistent link: https://www.econbiz.de/10000889675
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Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000816312
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Index option valuation with risk adjustment
Kanto, Antti J. - 1991
Persistent link: https://www.econbiz.de/10000821655
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000877913
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam - 1999
Persistent link: https://www.econbiz.de/10000682737