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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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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel; Chang, P. H. Kevin - 1997
Persistent link: https://www.econbiz.de/10000623860
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
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The options edge : winning the volatility game with options on futures
Gallacher, William R. - 1998
Persistent link: https://www.econbiz.de/10000670962
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Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.; Park, Hun Y. - 1994
Persistent link: https://www.econbiz.de/10000952926
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New evidence on price and volatility effects of stock option introductions
Kabir, Rezaul - 1997
Persistent link: https://www.econbiz.de/10000959703
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Investor sentiment and option prices
Han, Bing - In: The review of financial studies 21 (2008) 1, pp. 387-414
Persistent link: https://www.econbiz.de/10003716174