Similar Search Results

Galluccio, S.; Ly, J.-M.; Huang, Z.; Scaillet, Olivier - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 111-141

Persistent link: https://www.econbiz.de/10003543112

Galluccio, Stefano; Hunter, Christopher - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 2, pp. 209-232

Persistent link: https://www.econbiz.de/10003690202

Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011475583

Byun, Suk Joon; Chang, Ki Cheon - In: International review of financial analysis 40 (2015), pp. 88-102

Persistent link: https://www.econbiz.de/10011475633

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377668

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377669

Kóbor, Ádám - 2005

Persistent link: https://www.econbiz.de/10010522778

Klingler, Sven; Sundaresan, Suresh M. - 2018

Persistent link: https://www.econbiz.de/10011866843

Van Tassel, Peter - 2018

significance from the no-arbitrage prices and bounds implied by the variance swap market. The paper examines these pricing errors …

Persistent link: https://www.econbiz.de/10011904683

Bormetti, Giacomo; Brigo, Damiano; Francischello, Marco; … - In: Quantitative finance 18 (2018) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10011905822

A service of the