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On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.; Pástor, Ľuboš; Veronesi, Pietro - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
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Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten; Lin, Yuehao; Martelin, Nicolas - In: The journal of derivatives : the official publication … 23 (2016) 3, pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
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The American put option and its critical stock price
Bunch, David S.; Johnson, Herbert - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2333-2356
Persistent link: https://www.econbiz.de/10001524444
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Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.; Ghamami, Samim - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
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ELW pricing kernel and empirical risk aversion
Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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Tails, fears, and risk premia
Bollerslev, Tim; Todorov, Viktor - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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Intraday option price changes and net buying pressure
Ryu, Doojin; Yang, Heejin - In: Applied economics letters 29 (2022) 4, pp. 292-297
Persistent link: https://www.econbiz.de/10012803523