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Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus; Podolskij, Mark - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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Estimates, effects, and correction options
Marquis, Kent H. (contributor) - 1981
Persistent link: https://www.econbiz.de/10000095010
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Die Reaktion des Schweizer Aktienmarktes auf die Einführung standardisierter Aktienoptionen
Windlin, Peter - 1996
Persistent link: https://www.econbiz.de/10000953798
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Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - 1996
Persistent link: https://www.econbiz.de/10000960644
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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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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The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003794234
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On the cost of delayed currency fixing announcements
Becker, Christoph; Wystup, Uwe - In: Annals of finance 5 (2009) 2, pp. 161-174
Persistent link: https://www.econbiz.de/10003812515
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Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco; Colangelo, Dominik - 2009
Persistent link: https://www.econbiz.de/10003885898
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A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan; McAleer, Michael - 2008
Persistent link: https://www.econbiz.de/10003893426