Search Results - subject:"Option"

Options illiquidity in an over-the-counter market

Ahn, Jungkyu - In: International review of financial analysis 94 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014544018

Valuing American options using multi-step rebate options

Lee, Hangsuck; Ha, Hongjun; Lee, Gaeun; Lee, Minha - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015135027

Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database

Wallmeier, Martin - In: The journal of futures markets 44 (2024) 5, pp. 854-875

Persistent link: https://www.econbiz.de/10014536695

Closed-form approximations for basket option pricing under normal tempered stable Lévy model

Sayit, Hasanjan; Yao, Jing - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015134981

Accurate delta hedging of european options using conformable calculus

Olmos, Andrés; Muriel, Nelson - In: EconoQuantum : Revista de Economía y Negocios 21 (2024) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10014500556

Trading option portfolios using expected profit and expected loss metrics

Venter, Johannes Hendrik; Jongh, Pieter Juriaan de - In: Risks : open access journal 12 (2024) 8, pp. 1-18

When trading in the call and put contracts of option chains, the portfolios of strikes must be selected. The trader … historical data of SPY option chains illustrate the effectiveness of these strategies, particularly when dealing with short …

Persistent link: https://www.econbiz.de/10015065879

A comment on the relationship between operating leverage and financial leverage

Glover, Kristoffer - In: Finance research letters 67 (2024) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10015061504

Construction and hedging of equity index options portfolios

Wysocki, Maciej; Ślepaczuk, Robert - 2024

Persistent link: https://www.econbiz.de/10014634884

A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA

Hoencamp, J. H.; Jain, Surbhi; Kandhai, B. D. - In: Quantitative finance 24 (2024) 3/4, pp. 409-432

Persistent link: https://www.econbiz.de/10014552078

Option trading volume and the cross-section of option returns

Yuan, Jianglei; Liu, Dehong; Chen, Carl R. - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015133708

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