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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan - In: The European journal of finance 21 (2015) 4/6, pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu; Wang, Guanying; Wang, Yongjin - In: The European journal of finance 26 (2020) 12, pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
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Investment options with debt-financing constraints
Koussis, Nicos; Martzoukos, Spiros A. - In: The European journal of finance 18 (2012) 7/8, pp. 619-637
Persistent link: https://www.econbiz.de/10009666541
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Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi; Chen, Son-nan; Lin, Shih-kuei - In: The European journal of finance 22 (2016) 10/12, pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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A new closed-form formula for pricing European options under a skew Brownian motion
Zhu, Song-Ping; He, Xin-Jiang - In: The European journal of finance 24 (2018) 10/12, pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
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American and exotic options in a market with frictions
Junike, Gero; Arratia, Argimiro; Cabaña, Alejandra; … - In: The European journal of finance 26 (2020) 2/3, pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
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Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: The European journal of finance 21 (2015) 4/6, pp. 352-375
Persistent link: https://www.econbiz.de/10010528977
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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.; Prisman, Eliezer Zeev - In: The European journal of finance 19 (2013) 3/4, pp. 298-317
Persistent link: https://www.econbiz.de/10010243641