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Showing
1
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10
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993,235
Sort
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date (oldest first)
1
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
2
Chicago board options exchange
volatility
index CBOE
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
Saved in:
3
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin
-
2003
Persistent link: https://www.econbiz.de/10001746869
Saved in:
4
Essays on implied
volatility
in the equity and currency markets
Rasiel, Emma
-
2003
Persistent link: https://www.econbiz.de/10003569965
Saved in:
5
Effects of Options on Financial Stability
Oldani, Chiara
-
2014
time to rethink the standard finance
theory
approach to derivatives …
Persistent link: https://www.econbiz.de/10013050883
Saved in:
6
Stock index
volatility
expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
7
Implied
volatility
in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.
;
Park, Hun Y.
-
1994
Persistent link: https://www.econbiz.de/10000952926
Saved in:
8
The effects of Central Bank intervention on the
volatility
of exchange rates : evidence from the options market
Ko, Jong-moon
- In:
The Korean economic review
11
(
1996
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10001250687
Saved in:
9
A regression analysis of the effects of option introduction on stock variances
Freund, Steven
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
Saved in:
10
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
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