SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Jeroen V.K. Rombouts, Lars Stentoft, Bayesian option pricing using mixed normal heteroskedasticity models, Computational Statistics & Data Analysis, 2014, 76, 588

    CrossRef

  2. 2
    Renée Fry-McKibbin, Vance L. Martin, Chrismin Tang, Financial contagion and asset pricing, Journal of Banking & Finance, 2014,

    CrossRef

  3. 3
    Ranjini Jha, Madhu Kalimipalli, The economic significance of conditional skewness in index option markets, Journal of Futures Markets, 2010, 30, 4
  4. 4
    Catherine S. Forbes, Gael M. Martin, Jill Wright, Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter, Econometric Reviews, 2007, 26, 2-4, 387

    CrossRef

  5. 5
    G.C. Lim, G.M. Martin, V.L. Martin, Pricing currency options in the presence of time-varying volatility and non-normalities, Journal of Multinational Financial Management, 2006, 16, 3, 291

    CrossRef