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Pricing American call options...
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Volatility
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33
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27
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21
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19
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19
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1
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1
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1
ESCP-EAP European School of Management
1
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1
Federal Reserve Bank of San Francisco
1
Financial Options Research Centre
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
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122
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122
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117
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109
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105
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97
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96
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International Journal of Energy Economics and Policy : IJEEP
61
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56
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55
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Cogent economics & finance
42
International journal of finance & economics : IJFE
41
Review of quantitative finance and accounting
41
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
39
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ECONIS (ZBW)
10,062
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1
The information content of alternate implied
volatility
models : case of Indian markets
Kumar, A. Vinay
;
Jaiswal, Shikha
- In:
Journal of emerging market finance
12
(
2013
)
3
,
pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
Saved in:
2
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
3
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
4
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
5
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
6
American-type options ; Vol. 2
Silvestrov, Dmitrii
-
2015
Persistent link: https://www.econbiz.de/10010498658
Saved in:
7
Asymmetric information about
volatility
: how does it affect implied
volatility
, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
Saved in:
8
Market
volatility
and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
9
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
10
Do options price predictable patterns in future stock returns? : evidence from accounting anomalies
Schonberger, Bryce
;
Subramanyam, K. R.
;
Hong, Hyun A.
-
2015
-
Draft: August 2015
stock prices. Further analysis suggests that high costs of trading options — implied
volatility
premiums and transaction …
Persistent link: https://www.econbiz.de/10011807960
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