On volatility smile and an investment strategy with out-of-the-money calls (Q253093): Difference between revisions

@@ Property / DOI @@
-.1007/s11579-015-0152-6
@@ Property / DOI: 10.1007/s11579-015-0152-6 / rank @@
-Normal rank
@@ Property / arXiv ID @@
+.1426
@@ Property / arXiv ID: 1410.1426 / rank @@
+Normal rank
@@ Property / cites work @@
+Compatibility between pricing rules and risk measures: The CCVaR
+Normal rank
@@ Property / cites work @@
+Heterogeneity and option pricing
@@ Property / cites work: Heterogeneity and option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+An Empirical Portfolio Perspective on Option Pricing Anomalies*
+Normal rank
@@ Property / cites work @@
+Semiparametric modeling of implied volatility.
@@ Property / cites work: Semiparametric modeling of implied volatility. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Finance
@@ Property / cites work: Stochastic Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization theorem for unique risk neutral probability measures
+Normal rank
@@ Property / cites work @@
+Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?
+Normal rank
@@ Property / cites work @@
+On CAPM and Black-Scholes differing risk-return strategies
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11579-015-0152-6
@@ Property / DOI: 10.1007/S11579-015-0152-6 / rank @@
+Normal rank