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The pricing of index options when the underlying assets all follow a lognormal diffusion
Brooks, Robert - In: Advances in futures and options research : a research annual 7 (1994), pp. 65-85
Persistent link: https://www.econbiz.de/10001193404
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Components of the bid-ask spread of default-risky interest rate swaps
Brooks, Robert - In: Advances in futures and options research : a research annual 7 (1994), pp. 237-249
Persistent link: https://www.econbiz.de/10001196343
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Portfolio insurance : does it pay?
Brooks, Robert - In: Advances in futures and options research : a research annual 6 (1993), pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
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Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
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Options on stocks versus index options : the portfolio effect
Brooks, Robert - In: Advances in futures and options research : a research annual 4 (1990), pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
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Empirical tests of the pricing of index call options
Chance, Don M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 141-166
Persistent link: https://www.econbiz.de/10001339368
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Parity tests of index options
Chance, Don M. - In: Advances in futures and options research : a research annual 2 (1987), pp. 47-64
Persistent link: https://www.econbiz.de/10001081787
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A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 149-174
Persistent link: https://www.econbiz.de/10001123291