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Robust static hedging of barri...
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41
The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang
;
Hsieh, Pei-Fang
;
Tang, Chih-Wei
; …
- In:
Journal of financial markets
16
(
2013
)
2
,
pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
Saved in:
42
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
43
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
44
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
45
Crooked volatility smiles : evidence from leveraged and inverse ETF options
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Yan, Mike
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 278-294
Persistent link: https://www.econbiz.de/10010259400
Saved in:
46
Performance of the Heston's stochastic volatility model : a study in Indian index options market
Singh, Shivam
;
Dixit, Alok
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
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47
A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
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48
Numerical experiments on hedging cliquet options
Kilin, Fiodar
;
Nalholm, Morten
;
Wystup, Uwe
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10010476251
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49
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
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50
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
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