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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S. - In: Finance and stochastics 11 (2007) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias - In: Journal of banking & finance 32 (2008) 2, pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511
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Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 7/9, pp. 765-776
Persistent link: https://www.econbiz.de/10003739384
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Australian options
Moreno, Manuel; Navas, Javier F. - In: Australian journal of management 33 (2008/09) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10003740503
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Essays on basket options hedging and irreversible investment valuation
Su, Xia - 2008
Persistent link: https://www.econbiz.de/10003740774
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A general approach for pricing rollover options
Zimmer, Christian Johannes - In: Brazilian review of econometrics : the review of the … 27 (2007) 2, pp. 287-303
Persistent link: https://www.econbiz.de/10003743614
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Transaction cost analysis and liquidity discovery with equity options
Larison, Scott - In: The journal of trading 3 (2008) 1, pp. 35-39
Persistent link: https://www.econbiz.de/10003745100