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Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G. - In: Current topics in quantitative finance : with 23 tables, (pp. 80-92). 1999
Persistent link: https://www.econbiz.de/10001442926
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Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M. - In: Financial derivatives : pricing and risk management, (pp. 425-440). 2010
Persistent link: https://www.econbiz.de/10003920439
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Asset pricing in the early twentieth century
Moore, Lyndon C. - 2006
Persistent link: https://www.econbiz.de/10003908181
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Total risk minimization using Monte Carlos simulations
Coleman, Thomas F.; Li, Yuying; Patron, Maria-Christina - In: Financial engineering, (pp. 593-635). 2008
Persistent link: https://www.econbiz.de/10003567761
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Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan; Dun, Tim; Schlögl, Erik - In: Contemporary quantitative finance : essays in honour of …, (pp. 369-405). 2010
Persistent link: https://www.econbiz.de/10008749176
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
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International volatility arbitrage
Tosi, Adriano - In: Essays in systematic asset pricing, (pp. 19-89). 2019
Persistent link: https://www.econbiz.de/10012103506
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The timing of option returns
Tosi, Adriano; Ziegler, Alexandre - In: Essays in systematic asset pricing, (pp. 91-147). 2019
Persistent link: https://www.econbiz.de/10012103525
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Margin requirements and equity option returns
Hofmann, Michael - In: Frictions, intermediaries, and the option market, (pp. 7-50). 2019
Persistent link: https://www.econbiz.de/10012179109
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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan - 2019
Persistent link: https://www.econbiz.de/10012197036