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Economics letters
MPRA Paper
1,089
European journal of operational research : EJOR
849
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813
Finance research letters
808
International journal of theoretical and applied finance
670
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ECONIS (ZBW)
374
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1
Estimation of parametric homogeneous stochastic
volatility
pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
2
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
Saved in:
3
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
4
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
5
Risk sensitive linear approximations
Solórzano Andrade, Gustavo
;
Parra-Alvarez, Juan Carlos
- In:
Economics letters
238
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
Saved in:
6
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
7
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
8
Lockdowns as options
Wijnbergen, Sweder van
- In:
Economics letters
214
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448069
Saved in:
9
A factor approach to realized
volatility
forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
10
Volatility
can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
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