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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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Evaluation of volatility forecasts in an economic value framework
Elder, Adam; Gannon, Gerard - In: International review of financial analysis 7 (1998) 3, pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
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A note on currency option pricing
Nawalkha, Sanjay K. - In: International review of financial analysis 4 (1995) 1, pp. 81-84
Persistent link: https://www.econbiz.de/10001201555
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Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
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Pricing of foreign exchange options with transaction costs : the coice of trading interval
Hauser, Shmuel - In: International review of financial analysis 5 (1996) 2, pp. 145-160
Persistent link: https://www.econbiz.de/10001227039
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Contingent claims valuation of optional calling plan contracts in telephone industry
Choi, Hyun-Woo; Kim, In-joon; Kim, Tong Suk - In: International review of financial analysis 11 (2002) 4, pp. 433-448
Persistent link: https://www.econbiz.de/10001745105
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The stochastic-volatility American put option of banks' credit line commitments : valuation and policy implications
Chateau, Jean-Pierre D.; Dufresne, D. - In: International review of financial analysis 11 (2002) 2, pp. 159-181
Persistent link: https://www.econbiz.de/10001715955
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An empirical analysis of credit default swaps
Skinner, Frank S.; Townend, Timothy G. - In: International review of financial analysis 11 (2002) 3, pp. 297-309
Persistent link: https://www.econbiz.de/10001715975
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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