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Credit-implied forward volatility and volatility expectations
Byström, Hans N. E. - 2015
Persistent link: https://www.econbiz.de/10011389400
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Credit-implied forward volatility and volatility expectations
Byström, Hans N. E. - In: Finance research letters 16 (2016), pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
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Stochastic volatility and pricing bias in the Swedish OMX-index call option market
Byström, Hans N. E. - 2000
Persistent link: https://www.econbiz.de/10001529353
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A simple continuous measure of credit risk
Byström, Hans N. E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001809047
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A simple continuous measure of credit risk
Byström, Hans N. E.; Kwon, Oh Kang - 2003
Persistent link: https://www.econbiz.de/10002250942
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A simple continous measure of credit risk
Byström, Hans N. E.; Kwon, Oh Kang - In: International review of financial analysis 16 (2007) 5, pp. 508-523
Persistent link: https://www.econbiz.de/10003612983