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Alternative tilts for nonparametric option pricing
Haley, M. Ryan; Walker, Todd B. - In: The journal of futures markets 30 (2010) 10, pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930
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Are traders' rules useful for pricing options? : evidence from intraday data
Kim, Sol - In: Journal of risk 17 (2014/15) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10010476252
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On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol; Lee, Changjun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
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Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 1, pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
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Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Review of quantitative finance and accounting 42 (2014) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng - In: Economics letters 120 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
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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
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A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
He, Xin-Jiang; Chen, Wenting - In: Mathematics and financial economics 15 (2021) 2, pp. 381-396
Persistent link: https://www.econbiz.de/10012500035
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Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos; Back, Janis; … - In: Journal of banking & finance 66 (2016), pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
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Comparison of black scholes and Heston models for pricing index options
Chakrabarti, Binay Bhushan; Santra, Arijit - 2017
Persistent link: https://www.econbiz.de/10011656157