Alternative tilts for nonparametric option pricing.
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- Journal of Futures Markets, 2010, v. 30, n. 10, p. 983, doi. 10.1002/fut.20445
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- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 10
Results: 4
1
2
The dynamics of long forward rate term structures.
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- Journal of Futures Markets, 2010, v. 30, n. 10, p. 957, doi. 10.1002/fut.20447
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- Article
3
The early news catches the attention: On the relative price impact of similar economic indicators.
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- Journal of Futures Markets, 2010, v. 30, n. 10, p. 909, doi. 10.1002/fut.20450
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- Publication type:
- Article
4
Currency option pricing: Mean reversion and multi-scale stochastic volatility.
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- Journal of Futures Markets, 2010, v. 30, n. 10, p. 938, doi. 10.1002/fut.20452
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- Publication type:
- Article