Narrow search
Showing 71 - 80 of 78,343
Cover Image
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Cover Image
A study on the efficiency of option markets : short-term vesus long-term : an implied volatility approach
Wang, Guan Jun; Islam, Mazhar M.; Bonollo, Michele - In: Global review of business and economic research 10 (2014) 1, pp. 111-119
Persistent link: https://www.econbiz.de/10010438435
Cover Image
Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin; Azhar Mohamad; Imtiaz … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Cover Image
Implied volatility forecast and option trading strategy
Liu, Dehong; Liang, Yucong; Zhang, Lili; Lung, Peter P.; … - In: International review of economics & finance : IREF 71 (2021), pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Cover Image
Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15
European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the …
Persistent link: https://www.econbiz.de/10013183896
Cover Image
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok; Singh, Shivam - In: Journal of quantitative economics 16 (2018) 1, pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
Cover Image
Fair value accounting in the absence of prudence in accounting standards : an illustration with exotic derivatives
Marabel-Romo, Jacinto; Guiral, Andrés; Crespo Espert, … - In: Spanish journal of finance and accounting 46 (2017) 2/174, pp. 145-167
Persistent link: https://www.econbiz.de/10012128154
Cover Image
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar - In: The journal of asset management 17 (2016) 6, pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Cover Image
Is Petrobras options market efficient? : a study using the delta-gamma neutral strategy
Araújo, Gustavo Silva; Ribeiro, Ricardo Alves Carmo - In: Latin American business review : journal of the … 17 (2016) 4, pp. 315-331
Persistent link: https://www.econbiz.de/10011649370
Cover Image
Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare; Srikanth, Potharla - In: Global business review 17 (2016) 6, pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175