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Options-implied probability density functions for real interest rates
Wright, Jonathan H. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 129-149
Persistent link: https://www.econbiz.de/10011577880
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Discussion of "options-implied probability density functions for real interest rates"
Swanson, Eric T. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 151-159
Persistent link: https://www.econbiz.de/10011577892
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Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes - 2017
Persistent link: https://www.econbiz.de/10011638660
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Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M. - 2020
Persistent link: https://www.econbiz.de/10012435295
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Options
Kolb, Robert W. - 1997 - 3. ed
Persistent link: https://www.econbiz.de/10000962346
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Demand-based option pricing
Garleanu, Nicolae (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726854
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Risk, uncertainty, and option exercise
Miao, Jianjun (contributor); Wang, Neng (contributor) - 2004
Persistent link: https://www.econbiz.de/10003738511