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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun; Engle, Robert F.; Kane, Alex - 1994 - Rev
Persistent link: https://www.econbiz.de/10000891511
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://www.econbiz.de/10000834044
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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329
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Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.; Elliott, Graham - 1989
Persistent link: https://www.econbiz.de/10000775666
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Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000816312
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Options & price uncertainty
Chichilnisky, Graciela; Dutta, Jayasri; Heal, Geoffrey - 1991
Persistent link: https://www.econbiz.de/10000826369
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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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