- Language
-
Englisch
- Identifier
-
1058406558
- Series
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Universität Frankfurt am Main. Fachbereich Wirtschaftswissenschaften: [Working paper series / Finance and accounting] Working paper series, Finance & Accounting; No. 38
Subject
Deutschland; Optionspreistheorie; Volatilität; Stochastischer Prozess; Index-Futures; Schätzung
Contributor
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:54 PM CET
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Can tests based on option hedging errors correctly identify volatility risk premia?
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Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
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Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings
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An Empirical Comparison of Alternative Stochastic Volatility Models
An empirical comparison of alternative stochastic volatility models
A note on forward and backward partial differential equations for derivative contracts with forwards as underlyings
Can tests based on option hedging errors correctly identify volatility risk premia?
Optionspreistheorie bei vagen Daten
Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?
Stale information, shocks and volatility
Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings
Portfolio-aspects in real options management
The valuation of employee stock options : how good is the standard? [[Elektronische Ressource]]