Similar Search Results

Spanning tests for options using principal components methods

Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746

Persistent link: https://www.econbiz.de/10003491227

The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar

Azar, Samih Antoine; Tortian, Annie - In: International journal of economics and finance 5 (2013) 8, pp. 54-64

Persistent link: https://www.econbiz.de/10009787194

Options on troubled stock

Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657

Persistent link: https://www.econbiz.de/10010507943

Pricing American options when the underlying asset follows GARCH processes

Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611

Persistent link: https://www.econbiz.de/10003144806

An empirical test of the Hull-White option pricing model

Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378

Persistent link: https://www.econbiz.de/10001242646

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …

Persistent link: https://www.econbiz.de/10011476532