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81
On the pricing and hedging of
volatility
derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
82
The effects of decision making on futures price
volatility
Hennessy, David A.
- In:
American journal of agricultural economics
78
(
1996
)
3
,
pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
Saved in:
83
Does the open limit order book matter in explaining long run
volatility
?
Pascual, Roberto
(
contributor
);
Veredas, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003402411
Saved in:
84
Price and volume effects associated with
derivative
warrant issuance on the stock exchange of Hong Kong
Chan, Yue-cheong
;
Wei, K. C. John
- In:
Journal of banking & finance
25
(
2001
)
8
,
pp. 1401-1426
Persistent link: https://www.econbiz.de/10001593997
Saved in:
85
Intraday return and
volatility
relationships between the Ibex 35 spot and futures markets
Lafuente, Juan Angel
- In:
Spanish economic review : SER
4
(
2002
)
3
,
pp. 201-220
Persistent link: https://www.econbiz.de/10001702849
Saved in:
86
Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
Saved in:
87
Financial innovation and information: the role of derivatives when a market for information exists
Massa, Massimo
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 927-957
Persistent link: https://www.econbiz.de/10001688879
Saved in:
88
Essays on the economics of derivatives markets
Pérignon, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001624499
Saved in:
89
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
Saved in:
90
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
Saved in:
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