Works matching IS 10741240 AND DT 2014 AND VI 22 AND IP 1

Results: 7

The Effects of Stochastic Volatility and Demand Pressure on the Monotonicity Property Violations.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 90, doi. 10.3905/jod.2014.22.1.090

By:

GING-GINQ PAN;
YUNG-MING SHIU;
TU-CHENG WU

Publication type:

Article

The Buy-Write Strategy, Index Investment, and the Efficient Market Hypothesis: More Australian Evidence.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 71, doi. 10.3905/jod.2014.22.1.071

By:

O'CONNELL, DARREN;
O'GRADY, BARRY

Publication type:

Article

Volatility-Decay Risk Premia.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 57, doi. 10.3905/jod.2014.22.1.057

By:

GALAI, DAN;
KEDAR-LEVY, HAIM;
SCHREIBER, BEN Z.

Publication type:

Article

Pricing American Options by Willow Tree Method Under Jump-Diffusion Process.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 46, doi. 10.3905/jod.2014.22.1.046

By:

WEI XU;
YUFANG YIN

Publication type:

Article

Dynamics of Sovereign Credit Contagion.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 27, doi. 10.3905/jod.2014.22.1.027

By:

ALEX YIHOU HUANG;
CHIH-CHUN CHEN;
CHUNG-HUA SHEN

Publication type:

Article

Implied Volatility Dynamics Among Exchange-Traded Funds and Their Largest Component Stocks.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 7, doi. 10.3905/jod.2014.22.1.007

By:

KRAUSE, TIMOTHY A.;
LIEN, DONALD

Publication type:

Article

Untitled.

Published in:

Journal of Derivatives, 2014, v. 22, n. 1, p. 1

By:

Figlewski, Stephen

Publication type:

Article