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Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A. - In: International review of financial analysis 28 (2013), pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
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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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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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Forecasting option smile dynamics
Le, Van; Zurbruegg, Ralf - In: International review of financial analysis 35 (2014), pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
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Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing; Yang, Cheng-Yu - In: International review of financial analysis 44 (2016), pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
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Test of recent advances in extracting information from option prices
Healy, J. V.; Gregoriou, Andros; Hudson, Robert - In: International review of financial analysis 56 (2018), pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
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Using implied volatility jumps for realized volatility forecasting : evidence from the Chinese market
Ye, Wuyi; Xia, Wenjing; Wu, Bin; Chen, Pengzhan - In: International review of financial analysis 83 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013455131
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The information content of CDS implied volatility and associated trading strategies
Shi, Yukun; Chen, Ding; Guo, Biao; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
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The role of asset payouts in the estimation of default barriers
Bougias, Alexandros; Episcopos, Athanasios; Leledakis, … - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
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On practitioners closed-form GARCH option pricing
Mozumder, Sharif; Frijns, Bart; Talukdar, Bakhtear; … - In: International review of financial analysis 94 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014543999