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Search: subject:"Futures options"
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futures options
10
Derivat
7
Derivative
7
Option pricing theory
7
Optionspreistheorie
7
Volatilität
7
Volatility
6
Option trading
5
Optionsgeschäft
5
Eurodollar Futures Options
4
Implied Volatility
4
Interest rate derivative
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Zinsderivat
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implied volatility
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market efficiency
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3
Euromarkets
3
Euromarkt
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Interest rate
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Stochastic process
3
Stochastischer Prozess
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Zins
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derivative
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futures contracts
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Bitcoin
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Economic models
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Eurodollar futures options
2
GARCH
2
GMM Regression
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HAR
2
Heterogeneous Autoregressive Model
2
Liquidity
2
VecHAR
2
Volatility Bias
2
Volatility Smile
2
Zeitreihenanalyse
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19
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Kim, Kwanho
6
Cheng, Benjamin
3
Nikitopoulos, Christina Sklibosios
3
Schlögl, Erik
3
Busch, Thomas
2
Christensen, Bent Jesper
2
Constantinides, George M.
2
Czerwonko, Michal
2
Jackwerth, Jens Carsten
2
Nielsen, Morten Ørregaard
2
Poonvoralak, Wantanee
2
Venter, Pierre J.
2
Albici, Mihaela
1
Borensztein, Eduardo
1
Cheng, Kevin C.
1
Cleveland, O.A.
1
Delia, Teselios
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1
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1
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Economics Department, Queen's University
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Global Business & Finance Review (GBFR)
3
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1999 Annual meeting, August 8-11, Nashville, TN
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RePEc
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ECONIS (ZBW)
8
EconStor
6
BASE
1
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1
Asian options with zero cost-of-carry : EEX options on freight and iron ore futures
Haug, Espen Gaarder
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 191-195
Persistent link: https://www.econbiz.de/10012587830
Saved in:
2
Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.
;
Maré, E.
- In:
Journal of Risk and Financial Management
14
(
2021
)
6
,
pp. 1-14
In this paper, the Heston-Nandi futures option pricing model is applied to Bitcoin
futures
options
. The model prices …
Persistent link: https://www.econbiz.de/10012611818
Saved in:
3
Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.
;
Maré, Eben
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
6
,
pp. 1-14
In this paper, the Heston-Nandi futures option pricing model is applied to Bitcoin
futures
options
. The model prices …
Persistent link: https://www.econbiz.de/10012588206
Saved in:
4
Variance bounds test of volatility expectations in eurodollar
futures
options
markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012286676
Saved in:
5
Variance bounds test of volatility expectations in eurodollar
futures
options
markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
6
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global Business & Finance Review (GBFR)
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012286633
Saved in:
7
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
8
Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global Business & Finance Review (GBFR)
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012286610
Saved in:
9
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
10
Hedging
futures
options
with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
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