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Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua, (2012)
First-order calculus and option pricing
Carr, Peter, (2014)
Advances in futures and options research : a research annual
(1987)
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos, (2020)
Inflation protected investment strategies
Mahlstedt, Mirco, (2016)
Do jumps matter in discrete-time portfolio optimization?
Escobar, Marcos, (2024)