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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
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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
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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
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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
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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
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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
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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
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Essays on the economics of derivatives markets
Pérignon, Christophe - 2001
Persistent link: https://www.econbiz.de/10001624499
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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
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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