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A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung - In: Annals of finance 4 (2008) 1, pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
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MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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Nonlinear adjustments of volatility expectations to forecast errors : evidence from Markov-Regime switches in implied volatility
Nishina, Kazuhiko; Maghrebi, Nabil; Holmes, Mark J. - In: Review of Pacific Basin financial markets and policies 15 (2012) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009671277
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Learning about rare disasters: implications for consumptions and asset prices
Gillman, Max; Kejak, Michal; Pakos, Michal - 2014
Persistent link: https://www.econbiz.de/10011623539
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Options
Kolb, Robert W. - 1997 - 3. ed
Persistent link: https://www.econbiz.de/10000962346
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Demand-based option pricing
Garleanu, Nicolae (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726854
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511