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There are 1727287 results for: content related to: Option Valuation with Systematic Stochastic Volatility

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  2. Jump Diffusion Option Valuation in Discrete Time

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1833–1863, KAUSHIK I. AMIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05130.x

  3. Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest Rates

    International Review of Finance

    Volume 3, Issue 3-4, September 2002, Pages: 233–272, George J. Jiang

    Article first published online : 23 DEC 2004, DOI: 10.1111/j.1369-412X.2002.00040.x

  4. Efficient option-implied volatility estimators

    Journal of Futures Markets

    Volume 16, Issue 3, May 1996, Pages: 247–272, Charles J. Corrado and Thomas W. Miller Jr.

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199605)16:3<247::AID-FUT1>3.0.CO;2-J

  5. On the Importance of the Traders’ Rules for Pricing Options: Evidence From Intraday Data

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 873–894, Sol Kim and Changjun Lee

    Article first published online : 8 JAN 2015, DOI: 10.1111/ajfs.12075

  6. Abstracts of Papers Presented at the 1993 AFA Meetings

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 1059–1123,

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04030.x

  7. An Empirical Investigation of Continuous-Time Equity Return Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1239–1284, Torben G. Andersen, Luca Benzoni and Jesper Lund

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00460

  8. Transform Analysis and Asset Pricing for Affine Jump-diffusions

    Econometrica

    Volume 68, Issue 6, November 2000, Pages: 1343–1376, Darrell Duffie, Jun Pan and Kenneth Singleton

    Article first published online : 10 DEC 2003, DOI: 10.1111/1468-0262.00164

  9. A NO-ARBITRAGE MARTINGALE ANALYSIS FOR JUMP-DIFFUSION VALUATION

    Journal of Financial Research

    Volume 18, Issue 3, Fall 1995, Pages: 351–381, Carolyn W. Chang

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00571.x

  10. TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING

    Mathematical Finance

    Volume 20, Issue 4, October 2010, Pages: 527–569, Rafael Mendoza-Arriaga, Peter Carr and Vadim Linetsky

    Article first published online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00411.x

  11. Executive stock option compensation: The corporate reporting decision

    Managerial and Decision Economics

    Volume 16, Issue 6, November/December 1995, Pages: 633–647, Wilbur Lewellen, Taewoo Park and Byung Ro

    Article first published online : 10 NOV 2006, DOI: 10.1002/mde.4090160606

  12. Is it important to consider the jump component for pricing and hedging short-term options?

    Journal of Futures Markets

    Volume 25, Issue 10, October 2005, Pages: 989–1009, In Joon Kim and Sol Kim

    Article first published online : 18 AUG 2005, DOI: 10.1002/fut.20175

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    Bibliography

    The Heston Model and Its Extensions in Matlab and C#

    Fabrice Douglas Rouah, Pages: 383–389, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118656471.biblio

  14. TESTS OF THE BLACK-SCHOLES AND CONSTANT ELASTICITY OF VARIANCE CURRENCY CALL OPTION VALUATION MODELS

    Journal of Financial Research

    Volume 11, Issue 3, Fall 1988, Pages: 201–214, Alan L. Tucker, David R. Peterson and Elton Scott

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1988.tb00082.x

  15. Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods

    Mathematical Finance

    Volume 7, Issue 4, October 1997, Pages: 413–426, Louis O. Scott

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00039

  16. Forecasting Volatility

    Financial Markets, Institutions & Instruments

    Volume 6, Issue 1, February 1997, Pages: 1–88, Stephen Figlewski

    Article first published online : 26 DEC 2001, DOI: 10.1111/1468-0416.00009

  17. You have free access to this content
    Bibliography

    Handbook of Volatility Models and Their Applications

    Luc Bauwens, Christian Hafner, Sebastien Laurent, Pages: 487–535, 2012

    Published Online : 27 MAR 2012, DOI: 10.1002/9781118272039.biblio

  18. The Contributions of Professors Fischer Black, Robert Merton and Myron Scholes to the Financial Services Industry

    International Review of Finance

    Volume 1, Issue 4, December 2000, Pages: 295–315, Terry Marsh and Takao Kobayashi

    Article first published online : 12 FEB 2003, DOI: 10.1111/1468-2443.00020

  19. Economic significance of risk premiums in the S&P 500 option market

    Journal of Futures Markets

    Volume 22, Issue 12, December 2002, Pages: 1147–1178, R. Brian Balyeat

    Article first published online : 16 OCT 2002, DOI: 10.1002/fut.10051

  20. A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY

    Mathematical Finance

    Volume 21, Issue 2, April 2011, Pages: 233–256, Song-Ping Zhu and Guang-Hua Lian

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00436.x