Narrow search
Showing 61 - 70 of 672,068
Cover Image
The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Cover Image
The shape of option implied volatility : a study based on market net demand pressure
Mo, Tianyu; Zheng, Zhenlong; Lin, William - In: China finance review international 2 (2012) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10009703233
Cover Image
What's Vol got to do with it
Drechsler, Itamar; Yaron, Amir - In: The review of financial studies 24 (2011) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
Cover Image
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea - 2010
Persistent link: https://www.econbiz.de/10008935502
Cover Image
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan; Young, Virginia R. - In: Annals of finance 4 (2008) 4, pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Cover Image
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben; Vaicenavicius, Juozas - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
Cover Image
Stochastic volatility modeling
Bergomi, Lorenzo - 2016
Persistent link: https://www.econbiz.de/10011413975
Cover Image
Essays on derivatives pricing and dynamic asset allocation
Trolle, Anders B. - 2007 - 1. ed.
Persistent link: https://www.econbiz.de/10003528507
Cover Image
Application of a stochastic price modeling method to energy commodities and their derivative contracts
Lin, Tao - 2007
Persistent link: https://www.econbiz.de/10003724298
Cover Image
The effects of asymmetries and regime switching on optimal futures hedging
Lee, Hsiang-Tai - In: Applied financial economics letters 4 (2008) 1/3, pp. 133-136
Persistent link: https://www.econbiz.de/10003725345