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51
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Testing Option Pricing Models
– David S. Bates
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60
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New Insights Into Smile, Mispricing and Value At Risk: The Hyperbolic Model
– Ernst Eberlein, Ulrich Keller, Karsten Prause
- 1998
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161
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Stochastic Volatility
– Eric Ghysels, Andrew Harvey, Eric Renault
- 1995
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|
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Risk Management for International Investment Portfolios using forward contracts and Options ∗
– Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
- 2004
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5
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Pricing stock options under stochastic volatility and stochastic interest rates with efficient method . . .
– George J. Jiang, Pieter J. van der Sluis
- 1998
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theory
– Bhupinder Bahra
|
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3
|
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
– J. Jiang, Pieter J. van der Sluis, George J. Jiang
- 2000
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Deterministic Versus Stochastic Volatility: Implications for Option Pricing Models
– Paul Brockman, Mustafa Chowdhury
- 1997
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Les organisations-partenaires / The Partner Organizations
– Mark Broadie, Jérôme Detemple, Eric Ghysels, Olivier Torrès, Octobre Cirano, École Des Hautes Études Commerciales
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The Effects of Leverage On The Pricing S&P 500 Index Call Options By
– Robert Geske, Yi Zhou
- 2006
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10
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Stochastic Volatility, Smile & Asymptotics
– K. Ronnie Sircar , George C. Papanicolaou
- 1998
|
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Les organisations-partenaires / The Partner Organizations
– Eric Ghysels, Clive W. J. Granger, Pierre L. Siklos, Décembre Cirano, École Des Hautes Études Commerciales, École Polytechnique, Université Laval
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_________________________________________________________________ THE EFFECTS OF HEDGERS AND SPECULATORS ON THE IMPLIED VOLATILITY SKEW: A TRANSACTIONS DATA STUDY ___________________________________________________________________________________
– Robert T. Daigler, Marilyn Wiley, Michael Sullivan
- 2000
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122
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Implied Volatility Functions: Empirical Tests
– B. Dumas, Jeff Fleming, Robert E. Whaley
- 1995
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GP Age-layer and Crossover Effects in Bid-Offer Spread Prediction
– Amy Willis, Suneer Patel, Christopher D. Clack
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Growth Optimal Investment and Pricing of Derivatives
– Erik Aurell A, Roberto Baviera B, Ola Hammarlid A, Maurizio Serva B, Angelo Vulpiani C
- 1999
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143
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Nonparametric Estimation of State-Price Densities Implicit In Financial Asset Prices
– Yacine Aït-Sahalia, Andrew W. Lo
- 1997
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2
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Physics and Finance: S-Terms and Modern Finance as a Topic for Science Studies
– Donald MacKenzie
- 2001
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MacKenzie Science, Technology, / Physics and & Human Finance Values Physics and Finance: S-Terms and Modern Finance as a Topic for Science Studies
– Donald Mackenzie, From Barry Barnes, David Bloor, Michel Callon, Paul Draper, Matthias Klaes, Martin Kusch, Brian Main, Perry Mehrling, Yuval Millo, Myron Scholes, Steve Stigler, From This Journal’s
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