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Handbook of financial econometrics, mathematics, statistics, and machine learning ; Volume 4
Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
Persistent link: https://www.econbiz.de/10012297280
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Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K. - In: Annals of financial economics 12 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
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An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan - 1994
Persistent link: https://www.econbiz.de/10000959539
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Price and volume effects associated with listings and expirations of derivative warrants on the stock exchange of Hong Kong
Wei, K. C. John; Chan, Yue-cheong - 1997
Persistent link: https://www.econbiz.de/10000977568
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Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000981147
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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A source of unbiased implied volatility forecasts
Feinstein, Steven Phillip - 1988
Persistent link: https://www.econbiz.de/10000987043
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Heath, Jarrow, Morton made easy : zur präferenzfreien Bewertung von Swaptions
Rudolf, Markus - In: Finanzmarkt und Portfolio-Management 12 (1998) 2, pp. 170-196
Persistent link: https://www.econbiz.de/10001407737
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The pricing of options in a financial market model with transaction costs and uncertain volatility
Dokučaev, Nikolaj G.; Savkin, Andrey V. - In: Journal of multinational financial management 8 (1998) 2, pp. 353-364
Persistent link: https://www.econbiz.de/10001339134