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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
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On the use and improvement of Hull and White's control variate technique
Chung, San-Lin; Shackleton, Mark B. - In: Applied financial economics 15 (2005) 16, pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
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Investment hysteresis under stochastic interest rates
Dias, José Carlos (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003273342
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Smooth pasting as rate of return equalization
Shackleton, Mark B.; Sødal, Sigbjørn - In: Economics letters 89 (2005) 2, pp. 200-206
Persistent link: https://www.econbiz.de/10003172064
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On the errors and comparison of Vega estimation methods
Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 25 (2005) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
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An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002625331
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The Binominal Black-Scholes model and the Greeks
Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 22 (2002) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001646605
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The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin; Shackleton, Mark B. - In: Applied economics letters 10 (2003) 11, pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
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Strategic entry and market leadership in a two-player real options game
Shackleton, Mark B.; Tsekrekos, Andrianos E.; … - In: Journal of banking & finance 28 (2004) 1, pp. 179-201
Persistent link: https://www.econbiz.de/10001857284
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Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.; Shackleton, Mark B. - In: Journal of banking & finance 24 (2000) 10, pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634