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The Britten-Jones and Neuberger smile-consistent with stochastic volatility option pricing model : a further analysis
Rossi, Alessandro - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10001657394
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On the smile effect and market imperfections in the presence of jumps and incomplete information
Bellalah, Mondher; Riva, Fabrice - In: Finance India : the quarterly journal of Indian … 15 (2001) 4, pp. 1279-1287
Persistent link: https://www.econbiz.de/10001666217
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Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo - 2002
Persistent link: https://www.econbiz.de/10001643626
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Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje - 2001
Persistent link: https://www.econbiz.de/10001645751
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Uncertain volatility models : theory and application
Buff, Robert - 2002
Persistent link: https://www.econbiz.de/10001647305
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The approximate option pricing model : performances and dynamic properties
Capelle-Blancard, Gunther; Jurczenko, Emmanuel; … - In: Journal of multinational financial management 11 (2001) 4/5, pp. 427-443
Persistent link: https://www.econbiz.de/10001612575
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Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.; Wu, Tao - In: Journal of empirical finance 9 (2002) 5, pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
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The analysis of implied volatilites
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - 2001
Persistent link: https://www.econbiz.de/10001631320
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On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher - In: International financial systems and stock volatility : …, (pp. 271-297). 2002
Persistent link: https://www.econbiz.de/10001783003
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Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R. (contributor); Wang, Qihua (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426