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Valuation of callable warrants : theory and evidence
Burney, Robert B.; Moore, William Theodore - In: Review of quantitative finance and accounting 8 (1997) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10001590873
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An event option pricing model with scheduled and unscheduled announcement effects
Abraham, Abraham; Taylor, William M. - In: Review of quantitative finance and accounting 8 (1997) 2, pp. 151-162
Persistent link: https://www.econbiz.de/10001590882
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Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.; Lin, Yun-Yung - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
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A note on forward price and forward measure
Chen, Ren-Raw; Huang, Jing-Zhi - In: Review of quantitative finance and accounting 19 (2002) 3, pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
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A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
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A dark side to options trading? : evidence from corporate default risk
Yang, Haoyi; Luo, Shikong - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 531-564
Persistent link: https://www.econbiz.de/10013549094
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Employee stock options pricing and the implication of restricted exercise price : evidence from Taiwan
Chan, Chia-ying; Lee, Ling-chu; Wang, Ming-chun - In: Review of quantitative finance and accounting 34 (2010) 2, pp. 247-271
Persistent link: https://www.econbiz.de/10003965082
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Do option traders on value and growth stocks react differently to new information?
He, Wei; Lee, Yen-sheng; Wei, Peihwang - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 371-381
Persistent link: https://www.econbiz.de/10003970085
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A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris; Dotsis, George; Markellos, Raphaēl N. - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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Non-parametric method for European option bounds
Lin, Hsuan-chu; Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 109-129
Persistent link: https://www.econbiz.de/10009507969