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FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH-LOW PRICE RANGE
Corrado, Charles; Truong, Cameron - In: The journal of financial research : a publ. of the … 30 (2007) 2, pp. 201-216
Persistent link: https://www.econbiz.de/10007742847
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The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles - In: The journal of futures markets 27 (2007) 6, pp. 517-534
Persistent link: https://www.econbiz.de/10007723306
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Valuation and incentive effects of hurdle rate executive stock options
Cheung, Joe; Corrado, Charles - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 269-286
Persistent link: https://www.econbiz.de/10008248054
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An Empirical Test of the Hull-White Option Pricing Model
Corrado, Charles; Su, Tie - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10007357884
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3 Hurdle Rale: Executive Stock Options
Cheung, Joe; Corrado, Charles; Chay, J.B.; Jung, Do-Sub - In: Australian journal of management 31 (2006) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10007281320
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The options market response to accounting earnings announcements
Truong, Cameron; Corrado, Charles; Chen, Yangyang - In: Journal of international financial markets, … 22 (2012) 3, pp. 423-451
Persistent link: https://www.econbiz.de/10009974497
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Option Pricing Based on the Generalized Lambda Distribution
Corrado, Charles J. - In: The journal of futures markets 21 (2001) 3, pp. 213-236
Persistent link: https://www.econbiz.de/10006834312
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ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION-IMPLIED VOLATILITY
Corrado, Charles J.; Miller, Thomas W. - In: The journal of financial research : a publ. of the … 29 (2006) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10006809157
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles J.; Miller Jr, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-374
Persistent link: https://www.econbiz.de/10006809631
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Repricing and employee stock option valuation
Corrado, Charles J.; Jordan, Bradford D.; Miller, Thomas W. - In: Journal of banking & finance 25 (2001) 6, pp. 1059-1082
Persistent link: https://www.econbiz.de/10005893107