Valuation of an option using non-parametric methods.
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- Review of Derivatives Research, 2019, v. 22, n. 3, p. 419, doi. 10.1007/s11147-018-09153-6
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Works matching IS 13806645 AND DT 2019 AND VI 22 AND IP 3
Results: 4
1
2
Option-implied Value-at-Risk and the cross-section of stock returns.
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- Review of Derivatives Research, 2019, v. 22, n. 3, p. 449, doi. 10.1007/s11147-019-09154-z
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- Article
3
Empirical performance of reduced-form models for emission permit prices.
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- Review of Derivatives Research, 2019, v. 22, n. 3, p. 389, doi. 10.1007/s11147-018-09152-7
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- Article
4
Implied risk aversion: an alternative rating system for retail structured products.
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- Review of Derivatives Research, 2019, v. 22, n. 3, p. 357, doi. 10.1007/s11147-018-9151-0
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- Article