Understanding the Implied Volatility Surface for Options on a Diversified Index.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 55, doi. 10.1007/s10690-005-4249-4
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2004 AND VI 11 AND IP 1
Results: 5
1
2
A Two-Factor Model for Low Interest Rate Regimes.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 107, doi. 10.1007/s10690-005-4251-x
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- Publication type:
- Article
3
A Fair Pricing Approach to Weather Derivatives.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 23, doi. 10.1007/s10690-005-4252-9
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- Publication type:
- Article
4
Diversified Portfolios with Jumps in a Benchmark Framework.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 1, doi. 10.1007/s10690-005-4253-8
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- Publication type:
- Article
5
A Benchmark Approach to Filtering in Finance.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 79, doi. 10.1007/s10690-005-4301-4
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- Publication type:
- Article