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A note on modified lattice approaches to option pricing
Easton, Stephen Andrew - In: The journal of futures markets 16 (1996) 5, pp. 585-594
Persistent link: https://www.econbiz.de/10001202903
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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
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Put-call parity with futures-style margining
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947719
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Valuing bonds with embedded average price options
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947723
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Non-simultaneity and apparent option mispricing in tests of put-call parity
Easton, Stephen Andrew - 1993
Persistent link: https://www.econbiz.de/10000869911
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A note on modified lattice approaches to option pricing
Easton, Stephen Andrew - 1995
Persistent link: https://www.econbiz.de/10000929106
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A note on the effects of contract adjustments on the prices of put and call options
Brown, Robert L. - In: Journal of banking & finance 19 (1995) 5, pp. 937-948
Persistent link: https://www.econbiz.de/10001185504
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An investigation of the robustness of the day-of-the-week effect in Australia
Easton, Stephen Andrew - In: Applied financial economics 4 (1994) 2, pp. 99-110
Persistent link: https://www.econbiz.de/10001160477
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Valuing bonds with embedded average price options
Easton, Stephen Andrew - In: Australian journal of management 21 (1996) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001208266
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Returns to equity before and after holidays : Australian evidence and tests of plausible hypotheses
Easton, Stephen Andrew - In: Australian journal of management 15 (1990) 2, pp. 281-296
Persistent link: https://www.econbiz.de/10001122535