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81
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81
VIX implied
volatility
as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013370987
Saved in:
82
Market Expectations and Option Prices : Techniques and Applications
Mandler, Martin
-
2003
represented by historical
volatility
measures, variances etc. In contrast, using option prices allows us to study uncertainty in …
Persistent link: https://www.econbiz.de/10013519008
Saved in:
83
The systemic risk approach based on implied and realized
volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
84
VIX implied
volatility
as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
85
Calculating the optimal exercise boundary of American put options with an approximation formula
Zhu, Song-ping
-
2005
Persistent link: https://www.econbiz.de/10002756673
Saved in:
86
Options and market completeness
Galvani, Valentina
-
2005
Persistent link: https://www.econbiz.de/10003905319
Saved in:
87
Essays on the pricing, hedging and informational content of options
Horn, David
-
2011
Persistent link: https://www.econbiz.de/10009378786
Saved in:
88
Fair value and risk profile for presale contracts of condominiums
Choi, Jin
;
Rasmussen, Henning
;
Davison, Matt
- In:
The journal of real estate finance and economics
44
(
2012
)
4
,
pp. 472-504
Persistent link: https://www.econbiz.de/10009581829
Saved in:
89
An introduction to financial option valuation : mathematics, stochastics and computation
Higham, Desmond J.
-
2004
Persistent link: https://www.econbiz.de/10001851364
Saved in:
90
Pricing seats as barrier options: implications for the future markets
Paris, Francesco M.
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 291-307)
.
2000
Persistent link: https://www.econbiz.de/10001485017
Saved in:
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