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A Sharp Approximation for ATM-...
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Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
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Applied mathematical finance
21
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2014
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pp. 174-200
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An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
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2014
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pp. 109-139
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113
The information content of alternate implied
volatility
models : case of Indian markets
Kumar, A. Vinay
;
Jaiswal, Shikha
- In:
Journal of emerging market finance
12
(
2013
)
3
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pp. 293-321
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114
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
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Journal of mathematical finance
3
(
2013
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1
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pp. 53-58
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115
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
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2013
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1
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pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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116
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
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Tortian, Annie
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International journal of economics and finance
5
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2013
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8
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pp. 54-64
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117
On implied
volatility
for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
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Journal of econometrics
179
(
2014
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1
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pp. 1-15
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118
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
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Dulaney, Tim
;
McCann, Craig
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Journal of derivatives & hedge funds
19
(
2013
)
4
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pp. 244-258
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119
Modeling
volatility
smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
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120
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
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2
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pp. 349-392
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