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1
Option pricing under stochastic
volatility
and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
2
Nobels for nonsense
Thompson, James R.
;
Bagget, L. Scott
;
Wojciechowski, …
- In:
Journal of post-Keynesian economics : JPKE
29
(
2006
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10003380340
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
4
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
5
Option pricing under habit formation and event risks
Du, Du
-
2007
Persistent link: https://www.econbiz.de/10003617810
Saved in:
6
On
volatility
smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
7
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:
8
The impact of the leverage effect on the implied
volatility
smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
9
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
10
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
Saved in:
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