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Preference-free option pricing...
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Theorie
Option pricing theory
30
Optionspreistheorie
30
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25
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25
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20
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18
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18
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English
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Heston, Steven L.
12
Nandi, Saikat
11
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1
Christoffersen, Peter F.
1
Câmara, António
1
Jacobs, Kris
1
Kahl, Christian
1
Kramin, Marat V.
1
Loewenstein, Mark A.
1
Lord, Roger
1
Shulman, Alexander L.
1
Waggoner, Daniel F.
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Willard, Gregory A.
1
Zhou, Guofu
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Working paper series / Federal Reserve Bank of Atlanta
5
Economic review
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
The review of financial studies
2
Journal of banking & finance
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
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1
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001444589
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2
Derivatives on volatility : some simple solutions based on observables
Heston, Steven L.
;
Nandi, Saikat
-
2000
Persistent link: https://www.econbiz.de/10001537175
Saved in:
3
A closed-form GARCH option pricing model
Heston, Steven L.
;
Nandi, Saikat
-
1997
Persistent link: https://www.econbiz.de/10000985996
Saved in:
4
Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001408069
Saved in:
5
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
6
Valuation models for default-risky securities : an overview
Nandi, Saikat
- In:
Economic review
83
(
1998
)
4
,
pp. 22-35
Persistent link: https://www.econbiz.de/10001352539
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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
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
Saved in:
9
A model of discontinuous interest rate behavior, yield curves, and volatility
Heston, Steven L.
- In:
Review of derivatives research
10
(
2007
)
3
,
pp. 205-225
Persistent link: https://www.econbiz.de/10003748108
Saved in:
10
A multi-factor Markovian HJM model for pricing : American interest rate derivatives
Kramin, Marat V.
;
Nandi, Saikat
;
Shulman, Alexander L.
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 359-378
Persistent link: https://www.econbiz.de/10003799579
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