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Analytical pricing of double-b...
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The journal of futures markets
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261
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European journal of operational research : EJOR
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174
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172
Finance research letters
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Journal of economic dynamics & control
154
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126
International journal of financial engineering
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Economics letters
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Research paper series / Swiss Finance Institute
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The European journal of finance
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NBER working paper series
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SFB 649 discussion paper
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11
American option pricing using GARCH models and the normal inverse Gaussian distribution
Stentoft, Lars
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 540-582
Persistent link: https://www.econbiz.de/10003778987
Saved in:
12
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
13
Financial modeling under non-Gaussian distributions
Jondeau, Eric
;
Poon, Ser-Huang
;
Rockinger, Michael
-
2007
Persistent link: https://www.econbiz.de/10003284155
Saved in:
14
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
15
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
16
Informationsgewinnung aus Optionspreisen : eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003823547
Saved in:
17
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
18
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
19
Enhancing the Black-Litterman and related approaches : views and stress-test factors
Meucci, Attilio
- In:
The journal of asset management
10
(
2009/10
)
2
,
pp. 89-96
Persistent link: https://www.econbiz.de/10003854334
Saved in:
20
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
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