Arbitrage Opportunities in Misspecified Stochastic volatility Models
Chapter 6 Beyond the Black
CHAPTER 3: OVERVIEW OF EQUITIES MARKETS
Managerial incentives to increase firm volatility provided by debt
Valuing Stock Options: The Black
Slides
______ is NOT a commonly used contractual hedge against foreign
Futures Contracts
Monte Carlo Simulation
Chapter 3: Over-the-Counter Derivatives
Asian basket options and implied correlations in energy
A new approach for option pricing under stochastic volatility
Pricing and Hedging Volatility Derivatives
Institutional Investors in Corporate Loans
MF2458 Grain Marketing Plans for Farmers
Can the Black-Scholes-Merton Model Survive Under Transaction
Black-Scholes and the Volatility Surface
CHAPTER 6
A EXTENDED WITH ROBUST OPTION REPLICATION FOR BLACK-
Transactional Energy Market Information Exchange (TeMIX) using
