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The information content of options on the IBEX-35
Dewachter, Hans - In: Revista española de economía 13 (1996) 2, pp. 159-180
Persistent link: https://www.econbiz.de/10001225596
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Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000965231
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Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel; Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000966054
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Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele; León Valle, Ángel Manuel; … - In: Journal of empirical finance 9 (2002) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
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Smiling under stochastic volatility
León Valle, Ángel Manuel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
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A simulation-based algorithm for American executive stock option valuation
León Valle, Ángel Manuel; Vaello-Sebastià, Antoni - In: Finance research letters 7 (2010) 1, pp. 14-23
Persistent link: https://www.econbiz.de/10003972383
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An empirical comparison of the performance of alternative option pricing models
Ferreira, Eva; Gago, Mónica; León Valle, Ángel Manuel; … - In: Investigaciones económicas 29 (2005) 3, pp. 483-523
Persistent link: https://www.econbiz.de/10003317868