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~person:"Boyle, Phelim P."
~person:"Singh, Vipul Kumar"
~person:"Zhang, Jin E."
~subject:"Index-Futures"
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Search: subject_exact:"Optionspreismodell"
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Index-Futures
Option pricing theory
55
Optionspreistheorie
55
Volatility
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29
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24
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24
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13
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Boyle, Phelim P.
Singh, Vipul Kumar
Zhang, Jin E.
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
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5
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4
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4
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Cont, Rama
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Czerwonko, Michal
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Daigler, Robert T.
4
Dhaene, Jan
4
Dorfleitner, Gregor
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Goldstein, Robert S.
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Guidolin, Massimo
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Kim, Sol
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Ryu, Doojin
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Studies in economics and finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
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1
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
5
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
6
Jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011380924
Saved in:
7
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
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