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Understanding the implied volatility surface for options on a diversified index
Heath, David C.; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253953
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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Index options: Pricing, implied densities, and returns
Boes, Mark-Jan - 2005
Persistent link: https://www.econbiz.de/10003311082
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Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa (contributor); Manera, Matteo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003605624
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Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
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The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre - 2003
Persistent link: https://www.econbiz.de/10001791288
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Informed trading, short sales constraints, and futures' pricing
Hietala, Pekka T.; Jokivuolle, Esa; Koskinen, Yrjö - 2000
Persistent link: https://www.econbiz.de/10001464610
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Informed trading, short sales constraints and futures' pricing
Hietala, Pekka T.; Jokivuolle, Esa; Koskinen, Yrjö - 2000
Persistent link: https://www.econbiz.de/10001473777
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Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten - In: Review of derivatives research 2 (1999) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi; Lin, Yu-Cheng - In: Bulletin of applied economics 8 (2022) 1, pp. 121-148
Persistent link: https://www.econbiz.de/10013271045