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61
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
-
2008
Persistent link: https://www.econbiz.de/10003791478
Saved in:
62
Empirical risk aversion functions-estimates and assessment of their reliability
Kang, Byung Jin
;
Kim, Tong Suk
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1123-1138
Persistent link: https://www.econbiz.de/10003792451
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63
The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003794234
Saved in:
64
Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
Saved in:
65
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
66
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
67
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
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68
Convergence of the US options and equities markets : is the party over, or just getting started?
Schack, Justin
;
Gawronski, Joe
- In:
The journal of trading
4
(
2009
)
1
,
pp. 56-67
Persistent link: https://www.econbiz.de/10003810723
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69
New measures for performance
evaluation
Cherny, Alexander
;
Madan, Dilip B.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2571-2606
Persistent link: https://www.econbiz.de/10003866781
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70
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003879962
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