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Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
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Performance of the Heston's stochastic volatility model : a study in Indian index options market
Singh, Shivam; Dixit, Alok - In: Theoretical economics letters 6 (2016) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
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An empirical comparison of two stochastic volatility models using Indian market data
Iyer, Srikanth K.; Nanda, Seema; Kumar, Swapnil - In: Asia-Pacific financial markets 20 (2013) 3, pp. 243-259
Persistent link: https://www.econbiz.de/10010188304
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
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Pricing Russian options with the compound poisson process
Gerber, Hans U.; Michaud, Frédéric; Shiu, Elias S. W. - 1994
Persistent link: https://www.econbiz.de/10000934463
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Continuous-time term structure models
Musiela, Marek; Rutkowski, Marek - 1996
Persistent link: https://www.econbiz.de/10000940406