Volume 16; Issue 1

Review of Derivatives Research

Volume 16; Issue 1
1

The performance of model based option trading strategies

Bjørn Eraker
Journal:
Review of Derivatives Research
Year:
2013
Language:
english
File:
PDF, 373 KB
english, 2013
2

TheαVG model for multivariate asset pricing: calibration and extension

Florence Guillaume
Journal:
Review of Derivatives Research
Year:
2013
Language:
english
File:
PDF, 863 KB
english, 2013
3

Parametric modeling of implied smile functions: a generalized SVI model

Bo Zhao, Stewart D. Hodges
Journal:
Review of Derivatives Research
Year:
2013
Language:
english
File:
PDF, 518 KB
english, 2013
4

On the primal-dual algorithm for callable Bermudan options

Maximilian L. Mair, Jan H. Maruhn
Journal:
Review of Derivatives Research
Year:
2013
Language:
english
File:
PDF, 389 KB
english, 2013