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1
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
2
Taking into account extreme events in European option pricing
Idier, Julien
;
Jardet, Caroline
;
LeFol, Gaëlle
; …
- In:
Financial stability review : FSR
12
(
2008
),
pp. 39-51
Persistent link: https://www.econbiz.de/10003772089
Saved in:
3
Mispricing and trading profits in exchange-traded notes
Diavatopoulos, Dean
;
Geman, Hélyette
;
Thukral, Lovjit
; …
- In:
The journal of investing
23
(
2014
)
1
,
pp. 67-78
Persistent link: https://www.econbiz.de/10011312853
Saved in:
4
A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver
;
Sabbatini, Michael
-
2004
Persistent link: https://www.econbiz.de/10002815616
Saved in:
5
Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001534321
Saved in:
6
Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias
-
2001
Persistent link: https://www.econbiz.de/10001768552
Saved in:
7
Lead lag relationships between short term options and the french stock index CAC 40 : the impact of time measurement
Cellier, Alexis
- In:
Brussels economic review
46
(
2003
)
2
,
pp. 65-82
Persistent link: https://www.econbiz.de/10001978331
Saved in:
8
Index option market activity and cash market volatility under different market conditions : an empirical study from Sweden
Hagelin, Niclas
- In:
Empirical essays on financial markets, firms, and derivates
,
(pp. 11-41)
.
2000
Persistent link: https://www.econbiz.de/10001509964
Saved in:
9
Abrufoptionen bei aktienindexgebundenen Lebens- und Rentenversicherungen
Ruß, Jochen
;
Schittenhelm, Frank Andreas
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
88
(
1999
)
4
,
pp. 683-694
Persistent link: https://www.econbiz.de/10001466853
Saved in:
10
Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001526562
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