Cover Image

An empirical comparison of the performance of alternative option pricing models

Fuente: Redalyc

Saved in:

Bibliographic Details
Main Author:	Eva Ferreira
Format:	Artículo científico
Language:	en
Published:	Fundación SEPI 2005
Subjects:	Economía y Finanzas hedging liquidity Option pricing net buying pressure conditional volatility
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Accurate delta hedging of european options using conformable calculus
by: Andrés Olmos
Published: (2024)

Dynamic hedging of prices of Natural Gas in Mexico
by: Roberto R. Barrera-Rivera
Published: (2020)

Modeling Implied Volatility Surfaces using 2D Penalized B-Splines: A Numerical Analysis
by: Conway-Burt, Sebastian
Published: (2025)

The informational role of thin options markets: Empirical evidence from the Spanish case
by: C. José García Martín
Published: (2016)

Pricing Options under Telegraph Processes
by: Nikita Ratanov
Published: (2005)

Monte Carlo Option Pricing
by: Cecilia Maya
Published: (2004)

THE PERFORMANCE OF U.S. ETHANOL FUTURES MARKETS ON THE WORLD STAGE
by: Waldemar Antonio da Rocha de Souza
Published: (2016)

Is Bitcoin Price Driven by Macro-financial Factors and Liquidity? A Global Consumer Survey Empirical Study
by: Shinta Amalina Hazrati Havidz
Published: (2021)

CULTURAL ASPECTS OF COMPULSIVE BUYING IN EMERGING AND DEVELOPED ECONOMIES: A CROSS CULTURAL STUDY IN COMPULSIVE BUYING
by: Csilla Horváth
Published: (2013)

Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis
by: Víctor Gabriel
Published: (2015)

Influence of Religiosity on the Behavior of Buying Sports Apparel: A Study of the Muslim Market Segment in India
by: Hasnan Baber
Published: (2019)

The Influence of Culture on Impulse Buying Behavior: A Systematic Literature Review
by: Abu Bashar
Published: (2023)

The role of liquidity in asset pricing: the special case of the Portuguese Stock Market
by: María del Mar Miralles-Quirós
Published: (2017)

Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico
by: Rodrigo A. Morales Fernández Rafaelly
Published: (2021)

Why does Colombia lack agricultural commodity futures?
by: Pablo Moreno-Alemay
Published: (2015)

Financial Innovation
Published: (2017)

PRICE SETTING IN LITHUANIA: MORE EVIDENCE FROM THE SURVEY OF FIRMS
by: Ernestas Virbickas
Published: (2011)

Situational Impulsive and Compulsive Online Purchase of Fashion Products in Generation Z
by: Ni Wayan Ekawati
Published: (2025)

Analysis of Financial Assets in Colombia: Hedging Positions with Bitcoin
by: Christian Daniel Escobar Anduquia
Published: (2023)

The cattle crush strategy: trading opportunities for cattle producers
by: Nicolás Acevedo Vélez
Published: (2007)

Modelo multifactor para analizar la exposición de los hedge funds a factores de riesgo macroeconómico
by: Elitania Leyva Rayón
Published: (2015)

Regulation through reference prices
by: Alfredo Salgado-Torres
Published: (2024)

CTX Cryptocurrency Price Analysis 2022‑2025: Volatility, Risk‑Adjusted Returns & SEO‑Optimized Outlook
by: Quantitative Analysis Group
Published: (2025)

VOLATILITY REGIMES FOR THE VIX INDEX
by: JACINTO MARABEL ROMO
Published: (2012)

Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
by: Stephanía Mosquera
Published: (2016)

La efectividad de cross hedging para el novillo uruguayo en el mercado de futuros del buey gordo brasileño: hipótesis de la expectativa y especulación sobre la base
by: Odilon José de Oliveira Neto
Published: (2014)

Reference prices: The Spanish way
by: Jorge Mestre Ferrándiz
Published: (2003)

Wages and inflation in Mexican manufacturing. A two-period comparison: 1994-2003 and 2007-2016
by: Carolina Carbajal-De-Nova
Published: (2021)

Recent movement of oil prices and future scenarios
by: Fernando Antonio Lucena Aiube
Published: (2019)

Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
by: Oscar De la Torre Torres
Published: (2013)

Revenue distribution in multinational firms through transfer pricing
by: José G. Vargas-Hernández
Published: (2013)

The role of relative prices in a generalized new keynesian Phillips curve
by: Kólver Hernández
Published: (2008)

ALTERNATIVE INVESTMENT FUNDS: REGULATION, CHARACTERISTICS AND DEVELOPMENT IN LITHUANIA
by: Gytis Jarašius
Published: (2012)

POLS Token Deep Dive: Price Trend, Volatility, and Risk‑Adjusted Outlook (2022‑2025)
by: Quantitative Analysis Group
Published: (2025)

APT Cryptocurrency Comprehensive Analysis: Trends, Volatility, and Risk‑Adjusted Outlook (2022‑2025)
by: Quantitative Analysis Group
Published: (2025)

DYNAMIC PRICE AS BARGAINING RESULT FOR REVENUE MAXIMIZATION IN RETAIL
by: Indrė Deksnytė
Published: (2014)

A model to measure the effects of exchange rate variations on prices
by: Nooraddin Sharify
Published: (2022)

Determinants of the purchase or non-purchase of fashion apparel: an exploratory study
by: Valter Afonso Vieira
Published: (2010)

O DESEMPENHO DO HEDGE PARA CONTRATOS FUTUROS DE BOI GORDO: UMA ANÁLISE A PARTIR DAS PRINCIPAIS PRAÇAS PRODUTORAS BRASILEIRAS
by: Luiz Eduardo Gaio
Published: (2019)

Asset prices and wealth inequality in a simple model with idiosyncratic shocks
by: Sergio Salas
Published: (2017)