The smirk in the S&P500 futures options prices: a linearized factor analysis.
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- Review of Derivatives Research, 2009, v. 12, n. 2, p. 109, doi. 10.1007/s11147-009-9037-2
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- Article
Works matching IS 13806645 AND DT 2009 AND VI 12 AND IP 2
Results: 3
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2
Asset pricing under information with stochastic volatility.
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- Review of Derivatives Research, 2009, v. 12, n. 2, p. 141, doi. 10.1007/s11147-009-9031-8
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- Article
3
A general framework for the derivation of asset price bounds: an application to stochastic volatility option models.
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- Review of Derivatives Research, 2009, v. 12, n. 2, p. 81, doi. 10.1007/s11147-009-9032-7
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- Article