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Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10008907500
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A simplified pricing model for volatility futures
Dupoyet, Brice; Daigler, Robert T.; Chen, Zhiyao - In: The journal of futures markets 31 (2011) 4, pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
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Options, futures, and other derivatives
Hull, John - 1997 - 3. ed., internat. ed
Persistent link: https://www.econbiz.de/10008729855
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Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S. - In: Journal of forecasting 26 (2007) 7, pp. 475-495
Persistent link: https://www.econbiz.de/10003593891
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The implied volatility term structure of stock index options
Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
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Pricing and informational efficiency of the MIB30 index options market : an analysis with high-frequency data
Cassese, Gianluca; Guidolin, Massimo - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 275-321
Persistent link: https://www.econbiz.de/10003690331
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Marktgerechte Bewertung von Power-Optionen
Steiner, Manfred; Brunner, Bernhard - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 493-518). 2006
Persistent link: https://www.econbiz.de/10003236946
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The U-Mart system as an artificial intelligent stock market project
2008
Persistent link: https://www.econbiz.de/10003539948
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Hedging dividend capture strategies with stock index futures
Dubofsky, David A. - In: The journal of futures markets 7 (1987) 5, pp. 741-781
Persistent link: https://www.econbiz.de/10003546497
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A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.; Härdle, Wolfgang; Mammen, Enno - In: Journal of financial econometrics : official journal of … 5 (2007) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003518308