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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung; Lee, Yung-Hsin; Chao, Wan-Ling - In: The journal of futures markets 35 (2015) 12, pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
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Informed trading in the options market and stock return predictability
Han, Joongho; Kim, Da-Hea; Byun, Suk Joon - In: The journal of futures markets 37 (2017) 11, pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
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The introduction of derivatives on the Dow Jones Industrial Average and their impact on the volatility of component stocks
Rahman, Shafiqur - In: The journal of futures markets 21 (2001) 7, pp. 633-653
Persistent link: https://www.econbiz.de/10001588268
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Social security and elderly living arrangments : evidence from the social security notch
Engelhardt, Gary V.; Gruber, Jonathan; Perry, Cynthia D. - In: Journal of human resources : JHR 40 (2005) 2, pp. 354-372
Persistent link: https://www.econbiz.de/10002825202
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Parental educational investment and children's academic risk : estimates of the impact of sibship size and birth order from exogenous variation in fertility
Conley, Dalton; Glauber, Rebecca - In: Journal of human resources : JHR 41 (2006) 4, pp. 722-737
Persistent link: https://www.econbiz.de/10003391518
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Birth order, educational attainment, and earnings : an investigation using the PSID
Kantarevic, Jasmin; Mechoulan, Stéphane - In: Journal of human resources : JHR 41 (2006) 4, pp. 755-777
Persistent link: https://www.econbiz.de/10003391525
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The skewness implied in the Heston model and its application
Zhang, Jin E.; Zhen, Fang; Sun, Xiaoxia; Zhao, Huimin - In: The journal of futures markets 37 (2017) 3, pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
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Psychological barriers and option pricing
Jang, Bong-Gyu; Kim, Changki; Kim, Kyeong Tae; Lee, Seungkyu - In: The journal of futures markets 35 (2015) 1, pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
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Put-call parity with futures-style margining
Easton, Stephen Andrew - In: The journal of futures markets 17 (1997) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001218563