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Implied volatility surface : test of the applicability of parametric models based on the moneyness of options traded in the Brazilian market

Ferreira da Silva, André Luis; Almeida França, Victor de - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 835-845

Persistent link: https://www.econbiz.de/10010363105

Smoothing the volatility smile using the Corrado-Su model

Maia, Vinicius Mothé; Pinto, Antônio Carlos Figueiredo; … - In: International journal of financial markets and derivatives 4 (2015) 2, pp. 180-194

Persistent link: https://www.econbiz.de/10011411952

A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil

Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Emerging markets review 10 (2009) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10003890343

Pricing Asian interest rate options with a three-factor HJM model

Barbedo, Claudio Henrique da Silveira; Vicente, José … - 2009

Persistent link: https://www.econbiz.de/10003857105

Analysis of CSR and ESG Investment Decisions : A Real Option Insight

Bastos de Sá Borges, Lilianne; Guimarães Dias, Marco … - 2022

We studied the rationales of investing in CSR/ESG, drawing on recent empirical research articles on CSR/ESG to choose four different perpetual real options models and perform sensitivity analyses on the decision to become a socially responsible firm, invest in CSR/ESG to capture goodwill in a...

Persistent link: https://www.econbiz.de/10014244943