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What's vol got to do with it
Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
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Ergodic failure : the key vulnerability in derivatives modelling
Wise, Richard - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 336-339
Persistent link: https://www.econbiz.de/10003907734
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What's vol got to do with it
Drechsler, Itamar; Yaron, Amir - 2010 - Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
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Derivative securities pricing and modelling
Batten, Jonathan A. (contributor);  … - 2012 - 1. ed.
Persistent link: https://www.econbiz.de/10009574776
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Variance trading and market price of variance risk
Bondarenko, Oleg - In: Journal of econometrics 180 (2014) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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What's Vol got to do with it
Drechsler, Itamar; Yaron, Amir - In: The review of financial studies 24 (2011) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
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Endogenous choice of institution under supply and demand risks in laboratory forward and spot markets
Menkhaus, Dale J. (contributor) - In: Journal of agricultural and resource economics : JARE ; … 24 (1999) 2, pp. 553-571
Persistent link: https://www.econbiz.de/10001471997
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A random volatility correction for the Black-Scholes option-pricing formula
Dothan, Michael U. - In: Advances in futures and options research : a research annual 2 (1987), pp. 97-115
Persistent link: https://www.econbiz.de/10001081785
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Der Einfluß von derivativen Wertpapieren auf das systematische Risiko von Aktien : eine empirische Analyse
Herrmann, Ralf - In: Kredit und Kapital 32 (1999) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10001367673