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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Wine price risk management : international diversification and derivative instruments
Kourtis, Apostolos; Markellos, Raphaēl N.; Psychoyios, … - In: International review of financial analysis 22 (2012), pp. 30-37
Persistent link: https://www.econbiz.de/10010219704
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Synthetizing a debt guarantee : super-replication versus utility approach
Jacques, Sébastien; Lai, Van Son; Soumaré, Issouf - In: International review of financial analysis 20 (2011) 1, pp. 27-40
Persistent link: https://www.econbiz.de/10009295925
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Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 14 (2005) 4, pp. 428-438
Persistent link: https://www.econbiz.de/10003117478
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Stock index futures arbitrage in emerging markets : Polish evidence
Białkowski, Je̜drzej; Jakubowski, Jacek - In: International review of financial analysis 17 (2008) 2, pp. 363-381
Persistent link: https://www.econbiz.de/10003765100
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Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao; Hsieh, Chang-Chieh; Huang, Zi-Wei; Lin, … - In: International review of financial analysis 90 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
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Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing; Wang, Shouyang; Sui, Cong - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
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Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet; He, Xin-Jiang - In: International review of financial analysis 82 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013426145