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Is the realized volatility good for option pricing during the recent financial crisis?
Jou, Yow-Jen; Wang, Chih-Wei; Chiu, Wan-Chien - In: Review of quantitative finance and accounting 40 (2012) 1, pp. 171-188
Persistent link: https://www.econbiz.de/10010062582
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Conceptual analysis and implementation of an integrated CRM system for service providers
Cheng, Lai-yu; Wang, Chih-wei - In: Service business 7 (2013) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010146460
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Why do we smile? On the determinants of the implied volatility function
Peña, Ignacio; Rubio, Gonzalo; Serna, Gregorio - In: Journal of banking & finance 23 (1999) 8, pp. 1151-1180
Persistent link: https://www.econbiz.de/10005898717
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EXECUTIVE SUMMARIES - Smiles, Bid-ask Spreads and Option Pricing
Peña, Ignacio; Rubio, Gonzalo; Serna, Gregorio - In: European financial management : the journal of the … 7 (2001) 3, pp. 351-374
Persistent link: https://www.econbiz.de/10005948179
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Systemic risk measures: The simpler the better?
Rodríguez-Moreno, María; Peña, Juan Ignacio - In: Journal of banking & finance 37 (2013) 6, pp. 1817-1831
Persistent link: https://www.econbiz.de/10010100354
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Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
Arce, Oscar; Mayordomo, Sergio; Peña, Juan Ignacio - In: Journal of international money and finance 35 (2013), pp. 124-145
Persistent link: https://www.econbiz.de/10010113269
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Risk premium: insights over the threshold
Fernandes, José; Hasman, Augusto; Peña, Juan Ignacio - In: Applied financial economics 18 (2008) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10007895858
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Risk premium: insights over the threshold
Fernandes, José; Hasman, Augusto; Peña, Juan Ignacio - In: Applied financial economics 18 (2008) 1-3, pp. 41-60
Persistent link: https://www.econbiz.de/10007901021
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Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago; Peña, Juan Ignacio - In: Journal of banking & finance 33 (2009) 11, pp. 2013-2025
Persistent link: https://www.econbiz.de/10008311780
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TOWARDS A COMMON EUROPEAN MONETARY UNION RISK FREE RATE
Mayordomo, Sergio; Peña, Juan Ignacio; Schwartz, Eduardo S. - 2009
Persistent link: https://www.econbiz.de/10008318669