The cross-section of average delta-hedge option returns under stochastic volatility.
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- Review of Derivatives Research, 2008, v. 11, n. 3, p. 205, doi. 10.1007/s11147-009-9030-9
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Works matching IS 13806645 AND DT 2008 AND VI 11 AND IP 3
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2
Leverage, options liabilities, and corporate bond pricing.
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- Review of Derivatives Research, 2008, v. 11, n. 3, p. 245, doi. 10.1007/s11147-008-9028-8
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- Article
3
Distressed debt prices and recovery rate estimation.
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- Review of Derivatives Research, 2008, v. 11, n. 3, p. 171, doi. 10.1007/s11147-009-9029-2
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- Publication type:
- Article