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A new integral representation of the early exercise boundary for American put options
Little, Thomas; Pant, Vijay; Hou, Chunli - In: The journal of computational finance 3 (2000) 3, pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
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Implied volatility functions : a reprise
Rosenberg, Joshua V. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
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Option pricing : how flexible should the SPD be?
Li, Feng - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 49-65
Persistent link: https://www.econbiz.de/10001500047
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Stock options for undiversified executives
Hall, Brian J.; Murphy, Kevin James - 2000
Persistent link: https://www.econbiz.de/10001538228
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Implied volatility functions : a reprise
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447936
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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The new investment theory of real options and its implication for telecommunications economics
Alleman, James (contributor); Noam, Eli M. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001439994
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No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem; Eom, Young Ho - 1997
Persistent link: https://www.econbiz.de/10001442896