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1
TWO PROCESSES FOR TWO PRICES
MADAN, DILIP B.
;
SCHOUTENS, WIM
- In:
International Journal of Theoretical and Applied …
17
(
2014
)
01
,
pp. 1450005-1
the traditional one-dimensional Markov processes. We illustrate the
theory
by using a Sato process, a model known to …
Persistent link: https://www.econbiz.de/10010752445
Saved in:
2
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:
3
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and
volatility
forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
4
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
5
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
6
High-accuracy integral equation approach for pricing American options with stochastic
volatility
Ma, Jingtang
;
Zhou, Zhiru
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
Saved in:
7
Leverage and feedback effects on multifactor wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
8
The shape of option implied
volatility
: a study based on market net demand pressure
Mo, Tianyu
;
Zheng, Zhenlong
;
Lin, William
- In:
China finance review international
2
(
2012
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10009703233
Saved in:
9
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
10
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
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