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Futures options : Bewertung und Anwendung
Beilner, Thomas - 1992
Persistent link: https://www.econbiz.de/10000336185
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000591799
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Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
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Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
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Does variance risk have two prices? : evidence from the equity and option markets
Barras, Laurent; Malkhozov, Aytek - 2015
Persistent link: https://www.econbiz.de/10011437545
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Bank stock and option transmissions in financial crisis
Huang, Han-Ching; Su, Yong-chern; Wu, Sheng-Jung - In: The international journal of business and finance … 9 (2015) 5, pp. 17-23
Persistent link: https://www.econbiz.de/10011383336
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The effect of short-sale restrictions : another perspective
Le, Van - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 700-714
Persistent link: https://www.econbiz.de/10011627137
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Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent; Malkhozov, Aytek - In: Journal of financial economics 121 (2016) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
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Price discovery in stock and options markets
Patel, Vinay; Putniņš, Tālis J.; Michayluk, David; … - In: Journal of financial markets 47 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012631761
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Price discovery in the CSI 300 Index derivatives markets
Jin, Liwei; Yuan, Xianghui; Long, Jun; Li, Xiang; Lian, Feng - In: The journal of futures markets 42 (2022) 7, pp. 1352-1368
Persistent link: https://www.econbiz.de/10013287971