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On the pricing of options under limited information
De Schepper, Ann (contributor); Heijnen, Bart (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089715
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Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.; Wu, Tao - In: Journal of empirical finance 9 (2002) 5, pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
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Warrants pricing : stochastic volatility vs. Black-Scholes
Huang, Yu Chuan; Chen, Shing Chun - In: Pacific-Basin finance journal 10 (2002) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10001716091
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - In: European finance review : the official journal of the … 3 (1999) 3, pp. 319-343
Persistent link: https://www.econbiz.de/10001653150
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The approximate option pricing model : performances and dynamic properties
Capelle-Blancard, Gunther; Jurczenko, Emmanuel; … - In: Journal of multinational financial management 11 (2001) 4/5, pp. 427-443
Persistent link: https://www.econbiz.de/10001612575
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Accuracy and reliability considerations of option pricing algorithms
Kwok, Yue-Kuen; Lau, Ka-wo - In: The journal of futures markets 21 (2001) 10, pp. 875-903
Persistent link: https://www.econbiz.de/10001613564
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614493
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Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
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Black and scholes pricing and markets with transaction costs : an example
Reisman, Haim - In: Finance and stochastics 5 (2001) 4, pp. 549-555
Persistent link: https://www.econbiz.de/10001614617