Stochastic dividend yields and derivatives pricing in complete markets.
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- Review of Derivatives Research, 2005, v. 8, n. 3, p. 151, doi. 10.1007/s11147-006-9000-4
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Works matching IS 13806645 AND DT 2005 AND VI 8 AND IP 3
Results: 3
1
2
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets.
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- Review of Derivatives Research, 2005, v. 8, n. 3, p. 177, doi. 10.1007/s11147-006-9002-2
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- Article
3
An empirical comparison of GARCH option pricing models.
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- Review of Derivatives Research, 2005, v. 8, n. 3, p. 129, doi. 10.1007/s11147-006-9001-3
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- Article