Relative Option Prices and Risk-Neutral Skew as Predictors of Index Returns.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 2, p. 91, doi. 10.3905/jod.2013.21.2.089
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2013 AND VI 21 AND IP 2
Results: 6
1
2
Pricing Options with Non-Standard Barrier Mechanisms.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 2, p. 75, doi. 10.3905/jod.2013.21.2.075
- By:
- Publication type:
- Article
3
Weighted Average Correlation Matrices Method for Correlation Stress Testing and Sensitivity Analysis.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 2, p. 67, doi. 10.3905/jod.2013.21.2.067
- By:
- Publication type:
- Article
4
A Comparative Analysis of Correlation Approaches in Finance.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 2, p. 42, doi. 10.3905/jod.2013.21.2.042
- By:
- Publication type:
- Article
5
GARCH Option Valuation: Theory and Evidence.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 2, p. 8, doi. 10.3905/jod.2013.21.2.008
- By:
- Publication type:
- Article
6
untitled.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 2, p. 1
- By:
- Publication type:
- Article