Volume 12, Issue 3 | Review of Derivatives Research

Search all Review of Derivatives Research articles

Volume 12, Issue 3

October 2009

Filter by

Volume:

Sort by

Date published:

New to old Old to new

3 articles in this issue

Microstructural biases in empirical tests of option pricing models
Patrick Dennis
Stewart Mayhew
OriginalPaper 13 June 2009 Pages: 169 - 191
Auto-static for the people: risk-minimizing hedges of barrier options
Johannes Siven
Rolf Poulsen
OriginalPaper 01 August 2009 Pages: 193 - 211
A tale of two volatilities
Dilip B. Madan
OriginalPaper 09 June 2009 Pages: 213 - 230