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The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve - In: International review of economics & finance : IREF 7 (1998) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
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Dividend predicting using put-call parity
Brooks, Raymond M. - In: International review of economics & finance : IREF 3 (1994) 4, pp. 373-392
Persistent link: https://www.econbiz.de/10001177077
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An analysis of dividend enhanced convertible stocks
Chen, Andrew H.; Chen, K. C.; Howell, Scott - In: International review of economics & finance : IREF 8 (1999) 3, pp. 327-338
Persistent link: https://www.econbiz.de/10001427876
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Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu - In: International review of economics & finance : IREF 13 (2004) 4, pp. 407-426
Persistent link: https://www.econbiz.de/10002222904
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Market moves and the information content of option prices
McIntyre, Michael L.; Jackson, David - In: International review of economics & finance : IREF 18 (2009) 2, pp. 327-340
Persistent link: https://www.econbiz.de/10003832749
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Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin; Sheu, Her-jiun; Hsu, Shufang - In: International review of economics & finance : IREF 19 (2010) 4, pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
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A trinominal option pricing model dependent on skewness and kurtosis
Tian, Yisong Sam - In: International review of economics & finance : IREF 7 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001355657
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Estimation of empirical pricing equations for foreign-currency options : econometric models vs. arbitrage-free models
Lieu, Der-ming - In: International review of economics & finance : IREF 6 (1997) 3, pp. 259-286
Persistent link: https://www.econbiz.de/10001230481
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On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui; Sung, Hao-Chang; Yang, Jingjing - In: International review of economics & finance : IREF 55 (2018), pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan; Hsu, Pao-Peng - In: International review of economics & finance : IREF 56 (2018), pp. 330-346
Persistent link: https://www.econbiz.de/10012033703