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Options on the minimum or the maximum of two average prices
Wu, Xueping; Zhang, Jin E. - In: Review of derivatives research 3 (1999) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484572
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Testing the martingale restriction for option implied densities
Busch, Thomas - In: Review of derivatives research 11 (2008) 1/2, pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
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Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio; Ramponi, A.; Scarlatti, S. - In: Review of derivatives research 13 (2010) 1, pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
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Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias - In: Review of derivatives research 25 (2022) 3, pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
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Locally complete markets, exchange rates and currency options
Ahn, Dong-Hyun; Gao, Bin - In: Review of derivatives research 6 (2003) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001772396
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Dynamic volatility trading strategies in the currency option market
Guo, Dajiang - In: Review of derivatives research 4 (2000) 2, pp. 133-154
Persistent link: https://www.econbiz.de/10001566795
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Exact solutions for bond and option prices with systematic jump risk
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001205606
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The valuation and behavior of black-scholes options subject to intertemporal default risk
Rich, Don R. - In: Review of derivatives research 1 (1996) 1, pp. 25-59
Persistent link: https://www.econbiz.de/10001205608
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On pricing kernels and finite-state variable health Jarrow Morton models
Pennacchi, George G. - In: Review of derivatives research 1 (1996) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001205609
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Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo - In: Review of derivatives research 2 (1998) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10001250188