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Feedback trading in global stock markets under uncertainty of COVID-19
Alp Coşkun, Esra - In: Review of behavioral finance : RBF 15 (2023) 5, pp. 750-778
Persistent link: https://www.econbiz.de/10014340969
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VIX and the variance of Dow Jones industrial average stocks
Mollick, André Varella - In: Managerial finance 41 (2015) 3, pp. 226-243
Persistent link: https://www.econbiz.de/10011300369
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An empirical validation of financial contagion by a multivariate VAR model
Boutabba, Islem - In: International journal of business and economics 18 (2019) 2, pp. 221-244
Persistent link: https://www.econbiz.de/10012138318
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The importance of fear : investor sentiment and stock market returns
Smales, L. A. - In: Applied economics 49 (2017) 34/36, pp. 3395-3421
Persistent link: https://www.econbiz.de/10011774954
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Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz; Jabłecki, Juliusz - In: Options - 45 years since the publication of the …, (pp. 393-412). 2023
Persistent link: https://www.econbiz.de/10014366688
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Options resilience during extreme volatility : evidence from the market events of May 2010
Cakici, Nusret; Goswami, Gautam; Tan, Sinan - In: Journal of banking & finance 49 (2014), pp. 262-274
Persistent link: https://www.econbiz.de/10010508034
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Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal; Shang, Han Lin; Sheenan, Lisa - In: Journal of banking & finance 108 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
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Simulation of arbitrage-free implied volatility surfaces
Cont, Rama; Vuletić, Milena - In: Applied mathematical finance 30 (2023) 2, pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
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Finite difference methods for the non-linear Black-Scholes-Barenblatt equation
Budke, Albrecht - 2013
Persistent link: https://www.econbiz.de/10010528523