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~subject:"Volatility"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
NBER working paper series
172
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160
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Journal of econometrics
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ECONIS (ZBW)
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Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
2
Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 885-901
Persistent link: https://www.econbiz.de/10001222411
Saved in:
3
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
Saved in:
4
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
5
Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
Saved in:
6
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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7
Equilibrium analysis of portfolio insurance
Grossman, Sanford J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
4
,
pp. 1379-1403
Persistent link: https://www.econbiz.de/10001209029
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8
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
9
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
10
General properties of option prices
Bergman, Yaacov Z.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
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