ISSN 1380-6645
Publisher: Springer
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An empirical comparison of GARCH option pricing models pp. 129-150(22) Authors: Hsieh, K.; Ritchken, P.
Stochastic dividend yields and derivatives pricing in complete markets pp. 151-175(25) Author: Lioui, Abraham
The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets pp. 177-198(22) Authors: Doran, James; Ronn, Ehud