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Valuation of American futures options : theory and empirical tests
Whaley, Robert E. - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
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Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274007
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New option instruments : arbitrageable linkages and valuation
Stoll, Hans R. - In: Advances in futures and options research : a research annual 1 (1986), pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
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One market? Stocks, futures, and options during October 1987
Kleidon, Allan William - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
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New options instruments : arbitrageable linkages and valuation
Stoll, Hans R. - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 2, pp. 1067-1076
Persistent link: https://www.econbiz.de/10001009777
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The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni - In: Journal of financial economics 17 (1986) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
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Expiration-day effects : what has changed?
Stoll, Hans R. - In: Financial analysts' journal : FAJ 47 (1991) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10001106429
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The value of wildcard options
Fleming, Jeff - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 215-236
Persistent link: https://www.econbiz.de/10001169026
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Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 3 (1988), pp. 1-13
Persistent link: https://www.econbiz.de/10001081742