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Modelling the implied probability of stock market movements
Scheicher, Martin; Glatzer, Ernst - In: Economic & financial modelling : a journal of the … 10 (2003) 4, pp. 153-197
Persistent link: https://www.econbiz.de/10001883022
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Switching asymmetric GARCH and options on a volatility index
Daouk, Hazem; Guo, Jie Qun - In: The journal of futures markets 24 (2004) 3, pp. 251-282
Persistent link: https://www.econbiz.de/10001968654
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Smiling under stochastic volatility
León Valle, Ángel Manuel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
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Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
Kim, In-joon; Kim, Sol - In: Pacific-Basin finance journal 12 (2004) 2, pp. 117-142
Persistent link: https://www.econbiz.de/10001970138
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Pricing call options under stochastic volatilities
Ahn, Chang-mo; Cho, D. C. - In: Seoul journal of economics 15 (2002) 4, pp. 499-528
Persistent link: https://www.econbiz.de/10001959451
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Some exotic options under symmetric and asymmetric conditional volatility of returns
Walsh, David M. - In: Journal of multinational financial management 9 (1999) 3/4, pp. 403-417
Persistent link: https://www.econbiz.de/10001506210
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Financial modeling in a fast mean-reverting stochastic volatility environment
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: Asia-Pacific financial markets 6 (1999) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10001506394
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Index option market activity and cash market volatility under different market conditions : an empirical study from Sweden
Hagelin, Niclas - In: Empirical essays on financial markets, firms, and derivates, (pp. 11-41). 2000
Persistent link: https://www.econbiz.de/10001509964
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The economic value of volatility timing
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552