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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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Recovering risk aversion from options
Bliss, Robert R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658437
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377
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Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder - 1997
Persistent link: https://www.econbiz.de/10000654569
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Trading in option contracts before large price changes : a comparative study of US and UK markets
Galariotis, Emilios; Rong, Wu; Spyrou, Spyros I. - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010463014
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Aktienoptionen für Vorstandsmitglieder
Baums, Theodor - 1996
Persistent link: https://www.econbiz.de/10000944890
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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel - In: Journal of international money and finance 17 (1998) 1, pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
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A real options approach to economic exposure management
Capel, Jeannette Johanna - In: Journal of international financial management and accounting 8 (1997) 2, pp. 87-113
Persistent link: https://www.econbiz.de/10001232611
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Pricing options with futures-style margining : a genetic adaptive neural network approach
White, A. J. - 2000
Persistent link: https://www.econbiz.de/10013535322