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Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes - 2017
Persistent link: https://www.econbiz.de/10011638660
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Options & price uncertainty
Chichilnisky, Graciela; Dutta, Jayasri; Heal, Geoffrey - 1991
Persistent link: https://www.econbiz.de/10000826369
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Options
Kolb, Robert W. - 1997 - 3. ed
Persistent link: https://www.econbiz.de/10000962346
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Demand-based option pricing
Garleanu, Nicolae (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726854
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511
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A valuation framework for selecting option strategies
Clarke, Roger G.; DeSilva, Harindra; McMurran, Greg M. - 2008
Persistent link: https://www.econbiz.de/10003765043
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A mutualized risk market with endogenous prices, with application to US landfalling hurricanes
Meyer, Robert J.; Horowitz, Michael; Wilks, Daniel; … - 2008
Persistent link: https://www.econbiz.de/10003784024