Narrow search
Showing 1 - 10 of 1,587
Cover Image
The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Mansabdar, Sanjay; Yaganti, Hussain C.; Basu, Sankarshan - In: Journal of Indian business research 14 (2022) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10013288116
Cover Image
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Cover Image
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Cover Image
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
Cover Image
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Cover Image
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A. - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
Cover Image
Estimates, effects, and correction options
Marquis, Kent H. (contributor) - 1981
Persistent link: https://www.econbiz.de/10000095010
Cover Image
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
Cover Image
Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
Cover Image
Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael - 2005
Persistent link: https://www.econbiz.de/10003380192