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Volatility
Option pricing theory
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Hilliard, Jimmy E.
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Hilliard, Jitka
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Li, Wei
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International journal of financial markets and derivatives
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American journal of agricultural economics
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International review of financial analysis
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Quantitative finance
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
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2
The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships
Adhikari, Binay Kumar
;
Hilliard, Jimmy E.
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 222-240
Persistent link: https://www.econbiz.de/10010406927
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3
Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
American journal of agricultural economics
81
(
1999
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
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4
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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5
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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6
Hedging price changes in the S&P 500 options and futures contracts : the effect of different measures of implied volatility
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10010406920
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7
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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