Similar Search Results

Option pricing under habit formation and event risks

Du, Du - 2007

Persistent link: https://www.econbiz.de/10003617810

What determines volatility smile in China?

Li, Pengshi; Xian, Aichuan; Lin, Yan - In: Economic modelling 96 (2021), pp. 326-335

Persistent link: https://www.econbiz.de/10012745422

Implied volatility surfaces during the period of global financial crisis

Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10011922944

Rynki finansowe i ubezpieczenia : nowe perspektywy instytucji i instrumentów

Przybylska-Kapuścińska, Wiesława (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008699045

The genesis of the Black-Scholes option pricing formula

Heimer, Thomas (contributor); Arendt, Sebastian (contributor) - 2008

Innovations in the finance industry are an important tool to enhance profitability and to increase a nation's wealth. It, therefore, is not astonishing that there is much empirical work on innovations in finance. Most of the work however is concerned with the design of innovative products. The...