On the Estimation of the SABR Model's Beta Parameter: The Role of Hedging in Determining the Beta Parameter.
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 48, doi. 10.3905/jod.2016.24.1.048
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2016 AND VI 24 AND IP 1
Results: 7
1
2
Mutual Funds, Price Pressure, and Index Options.
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 30, doi. 10.3905/jod.2016.24.1.030
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- Publication type:
- Article
3
Option-Implied Volatility Measures and Stock Return Predictability.
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 58, doi. 10.3905/jod.2016.24.1.058
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- Publication type:
- Article
4
Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk.
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 18, doi. 10.3905/jod.2016.24.1.018
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- Publication type:
- Article
5
An Analytical Method for Multi-Asset Option Pricing Based on a Single-Factor Model.
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 7, doi. 10.3905/jod.2016.24.1.007
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- Publication type:
- Article
6
A LETTER FROM THE EXECUTIVE DIRECTOR OF THE INTERNATIONAL ASSOCIATION FOR QUANTITATIVE FINANCE (IAQF).
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 6
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- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2016, v. 24, n. 1, p. 1
- By:
- Publication type:
- Article