Narrow search
Showing 1 - 10 of 670,519
Cover Image
Essays on financial models
Amilon, Henrik - 2000
Persistent link: https://www.econbiz.de/10001534304
Cover Image
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Cover Image
Improving the option pricing performance of GARCH models in inefficient market
Lahouel, Noureddine; Hellara, Slaheddine - In: Investment management and financial innovations 17 (2020) 2, pp. 14-25
Persistent link: https://www.econbiz.de/10012303053
Cover Image
An analytical approximation for the GARCH option pricing model
Duan, Jin-Chuan; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of computational finance 2 (1999) 4, pp. 75-116
Persistent link: https://www.econbiz.de/10001517300
Cover Image
The GARCH option pricing model : a lattice approach
Cakici, Nusret; Topyan, Kudret - In: The journal of computational finance 3 (2000) 4, pp. 71-85
Persistent link: https://www.econbiz.de/10001517434
Cover Image
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Cover Image
Some exotic options under symmetric and asymmetric conditional volatility of returns
Walsh, David M. - In: Journal of multinational financial management 9 (1999) 3/4, pp. 403-417
Persistent link: https://www.econbiz.de/10001506210
Cover Image
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.; Gray, Stephen; Whaley, Robert E. - In: Journal of econometrics 94 (2000) 1/2, pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Cover Image
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.; Nandi, Saikat - 1999
Persistent link: https://www.econbiz.de/10001444589
Cover Image
Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294