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51
Valuing futures and options on
volatility
Grünbichler, Andreas
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
Saved in:
52
The impact of firm specific news on implied volatilities
Donders, Monique
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
Saved in:
53
Implizite Volatilität von Optionen
Puister, John Pascal
- In:
Die Bank
(
1996
),
pp. 681-684
Persistent link: https://www.econbiz.de/10001208574
Saved in:
54
Empirical analyses of the information content of implied
volatility
In:
Quarterly bulletin / Bank of Japan
3
(
1995
)
1
,
pp. 63-88
Persistent link: https://www.econbiz.de/10001186571
Saved in:
55
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
Saved in:
56
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
57
The effects of Central Bank intervention on the
volatility
of exchange rates : evidence from the options market
Ko, Jong-moon
- In:
The Korean economic review
11
(
1996
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10001250687
Saved in:
58
Bewertung von Zinsoptionen bei stochastischer Volatilität : empirische Ergebnisse
Uhrig, Marliese
- In:
Journal of business economics : JBE
67
(
1997
)
3
,
pp. 285-309
Persistent link: https://www.econbiz.de/10001217246
Saved in:
59
Implied
volatility
skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
60
A regression analysis of the effects of option introduction on stock variances
Freund, Steven
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
Saved in:
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