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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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The options edge : winning the volatility game with options on futures
Gallacher, William R. - 1998
Persistent link: https://www.econbiz.de/10000670962
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Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias; Rudolf, Markus - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 35 (2006) 6, pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
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Does hedging with implied volatility factors improve the hedging efficiency of barrier options?
Borak, Szymon; Fengler, Matthias R.; Härdle, Wolfgang - In: The journal of risk model validation 3 (2009/10) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10003848886
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Exotic option pricing in Heston's stochastic volatility model
Griebsch, Susanne A. - 2008
Persistent link: https://www.econbiz.de/10003881039
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Alternative formulas to compute implied standard deviation
Ang, James S.; Jou, Gwoduan David; Lai, Tsong-yue - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
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Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd; Fengler, Matthias R.; Schwendner, Peter - In: Journal of risk 12 (2009/10) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
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Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.; Sachs, Ekkehard - In: Mathematical methods of operations research 70 (2009) 3, pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
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Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
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A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel - In: Review of derivatives research 13 (2010) 2, pp. 125-140
Persistent link: https://www.econbiz.de/10008695496