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An alternative option to portfolio rebalancing
Israelov, Roni; Tummala, Harsha - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
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The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
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A financially motivated extension of the Heston model for a joint P- and Q-dynamics analysis of variance
Rebonato, Riccardo; Ng, Chu Ming - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 55-80
Persistent link: https://www.econbiz.de/10011941367
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Options and the gamma knife
Martin, Ian - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 71-79
Persistent link: https://www.econbiz.de/10011968668
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Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model
Chang, Charles; Cheng, Hung-Wen; Fuh, Cheng-Der - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 7-25
Persistent link: https://www.econbiz.de/10011968669
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A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio; Staino, Alessandro - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
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Forgive, or award your debtor? : a barrier option approach
Sun, David; Chen, Chun-Da - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
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Curve-fitting method for implied volatility
Wu, Desheng Dash; Liu, Tianxiang - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
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Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che; Lin, Shih-kuei; Chiang, Mi-Hsiu - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207