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Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
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On the consistency of the black-scholes model with a general equilibrium framework
Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 259-275
Persistent link: https://www.econbiz.de/10001037502
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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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An empirical examination of the pricing of American put options
Blomeyer, Edward C. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
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A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
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Producing derivative assets with forward contracts
Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
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Implied volatilities and transaction costs
Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
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Derivatives use and risk taking : evidence from the hedge fund industry
Chen, Yong - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1073-1106
Persistent link: https://www.econbiz.de/10009516966