Narrow search
Showing 1 - 10 of 13
Cover Image
Pricing an American option by approximating its early exercise boundary as a multipiece exponential function
Ju, Nengjiu - In: The review of financial studies 11 (1998) 3, pp. 627-646
Persistent link: https://www.econbiz.de/10001249757
Cover Image
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Cover Image
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.; Kapadia, Nikunj; Madan, Dilip B. - In: The review of financial studies 16 (2003) 1, pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Cover Image
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.; Kapadia, Nikunj - In: The review of financial studies 16 (2003) 2, pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Cover Image
A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.; Chabi-Yo, Fousseni; Gao, Xiaohui - In: The review of financial studies 31 (2018) 2, pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
Cover Image
Implications of incomplete markets for international economies
Bakshi, Gurdip S.; Cerrato, Mario; Crosby, John - In: The review of financial studies 31 (2018) 10, pp. 4017-4062
Persistent link: https://www.econbiz.de/10011927903
Cover Image
Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function
Ju, Nengjiu - In: The review of financial studies 11 (1998) 3, pp. 627-646
Persistent link: https://www.econbiz.de/10007351456
Cover Image
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Bakshi, G.; Kapadia, N. - In: The review of financial studies 16 (2003) 2, pp. 527-566
Persistent link: https://www.econbiz.de/10007033271
Cover Image
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, G.; Kapadia, N.; Madan, D. - In: The review of financial studies 16 (2003) 1, pp. 101-144
Persistent link: https://www.econbiz.de/10007034627
Cover Image
Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies
Bakshi, Gurdip S.; Chen, Zhiwu - In: The review of financial studies 9 (1996) 1, pp. 241-276
Persistent link: https://www.econbiz.de/10007314674