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Caporale, Guglielmo Maria
205
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107
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105
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104
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99
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93
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84
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84
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83
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82
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81
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79
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79
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74
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73
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69
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69
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68
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68
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67
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67
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67
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66
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65
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63
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62
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62
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62
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62
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61
Schoutens, Wim
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57
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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777
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
279
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ECONIS (ZBW)
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51
Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether
-
2012
Persistent link: https://www.econbiz.de/10009554493
Saved in:
52
The information content of model-free implied volatility
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 792-806
Persistent link: https://www.econbiz.de/10009554749
Saved in:
53
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
54
A model of stock option prices
Yang, Zhongjin
;
Yang, Cassidy
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 288-297
Persistent link: https://www.econbiz.de/10009528840
Saved in:
55
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
56
Executive stock option pricing in China under stochastic volatility
Chong, Terence Tai-Leung
;
Ding, Yue
;
Li, Yong
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 953-960
Persistent link: https://www.econbiz.de/10011392713
Saved in:
57
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
58
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
59
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
-
2015
-
Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
Saved in:
60
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
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