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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Série de trabalhos para discussão"
~isPartOf:"Discussion papers in economics"
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Option trading
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
3
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
4
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
5
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
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6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
The effect of bid-ask prices on Brazilian options implied volatility : a case study of Telemar call options
Barbedo, Claudio Henrique da Silveira
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564412
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8
Adequação das medidas de valor em risco na formulação da exigência de capital para estratégias de opções no mercado Brasileiro
Araújo, Gustavo Silva
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003143945
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9
Contornando os pressupostos de Black & Scholes : aplicação do modelo de precificação de opções de duan no mercado Brasileiro
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
-
2003
Persistent link: https://www.econbiz.de/10002175119
Saved in:
10
Valuation of put options on leveraged equity
Realdon, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource
Persistent link: https://www.econbiz.de/10001847079
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