Narrow search
Showing 1 - 10 of 177,901
Cover Image
Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
Cover Image
Chicago board options exchange volatility index CBOE
Mencía, Javier; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914404
Cover Image
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
Cover Image
Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
Cover Image
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019
Persistent link: https://www.econbiz.de/10012124936
Cover Image
Implied volatility functions : a reprise
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447936
Cover Image
Tests of option market efficiency : a high frequency data and common volatility component approach
Poon, Ser-Huang; Pope, Peter F. - 1999
Persistent link: https://www.econbiz.de/10001473012
Cover Image
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724148
Cover Image
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2020
Persistent link: https://www.econbiz.de/10012300973
Cover Image
Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10003872484