Works matching IS 10741240 AND DT 2023 AND VI 30 AND IP 4

Results: 7

Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 105, doi. 10.3905/jod.2023.1.184

By:

Chang, Hsuan-Ling;
Cheng, Hung-Wen;
Lei, Yi-Ding;
Tsai, Jeffrey Tzuhao

Publication type:

Article

Biased Implied Volatilities and Dividend-Paying Stocks.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 91, doi. 10.3905/jod.2023.1.181

By:

Neururer, Thaddeus

Publication type:

Article

Simulating Theta and Gamma of American Options.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 74, doi. 10.3905/jod.2023.1.177

By:

Nguyen, P.A.;
Mitchell, Daniel

Publication type:

Article

Term Structure of Credit Default Swap Liquidity Premiums.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 47, doi. 10.3905/jod.2023.1.179

By:

Leal, Diego;
Stanhouse, Bryan

Publication type:

Article

The Leland Model as a Consistent Framework for Analytic Valuation of Equity and Options on Equity.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 28, doi. 10.3905/jod.2023.1.176

By:

Kwon, Oh Kang;
Grant, Andrew;
Satchell, Stephen

Publication type:

Article

ARM: The Analytic Recovery Method.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 8, doi. 10.3905/jod.2023.1.178

By:

Linden, Ernst zur

Publication type:

Article

Untitled.

Published in:

Journal of Derivatives, 2023, v. 30, n. 4, p. 1, doi. 10.3905/jod.2023.30.4.001

By:

Pimbley, Joseph M.

Publication type:

Article