Narrow search
Showing 1 - 9 of 9
Cover Image
Valuing risk and flexibility : a comparison of methods
Moyen, Nathalie - In: Resources policy 22 (1996) 1, pp. 63-74
Persistent link: https://www.econbiz.de/10001218464
Cover Image
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Cover Image
Siegel's paradox and the pricing of currency options
Dumas, Bernard - In: Journal of international money and finance 14 (1995) 2, pp. 213-223
Persistent link: https://www.econbiz.de/10001181120
Cover Image
Currency option pricing in credible target zones
Dumas, Bernard - In: Review of futures markets 12 (1994) 1, pp. 323-340
Persistent link: https://www.econbiz.de/10001183587
Cover Image
Realignment risk and currency option pricing in target zones
Dumas, Bernard - In: European economic review : EER 39 (1995) 8, pp. 1523-1544
Persistent link: https://www.econbiz.de/10001190337
Cover Image
Implied volatility functions : empirical tests
Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Cover Image
From volatility smiles to the volatility of volatility
Dumas, Bernard; Luciano, Elisa - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Cover Image
Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: New research in financial markets, (pp. 39-81). 2001
Persistent link: https://www.econbiz.de/10001674478
Cover Image
The forward valuation of compound options
Buraschi, Andrea; Dumas, Bernard - In: The journal of derivatives : the official publication … 9 (2001) 1, pp. 8-17
Persistent link: https://www.econbiz.de/10001618892