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Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001509334
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449223
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001440110
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Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G. - In: Current topics in quantitative finance : with 23 tables, (pp. 80-92). 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001442926
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001486701
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000834044
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Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.; Elliott, Graham - 1989
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000775666
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000874371
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000984192
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000993233