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Empirical tests of the pricing of index call options

Chance, Don M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 141-166

Persistent link: https://www.econbiz.de/10001339368

Boundary condition tests of bid and ask prices of index call options

Chance, Don M. - In: The journal of financial research 11 (1988) 1, pp. 21-31

Persistent link: https://www.econbiz.de/10001090764

The alphas of asset allocators

Chance, Don M. - In: The journal of investing 25 (2016) 4, pp. 34-50

Persistent link: https://www.econbiz.de/10011687577

The dynamics of factor loadings in the cross-section of returns

Borghi, Riccardo; Hillebrand, Eric; Mikkelsen, Jakob … - 2018

Persistent link: https://www.econbiz.de/10011965291

Currency option pricing with stochastic domestic and foreign interest rates

Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10001106740

Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach

Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692

Persistent link: https://www.econbiz.de/10003160394

An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects

Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246

Persistent link: https://www.econbiz.de/10013367896

The pricing and performance of stock index futures spreads

Billingsley, Randall S. - In: The journal of futures markets 8 (1988) 3, pp. 303-318

Persistent link: https://www.econbiz.de/10001134562

The impact of delivery options on futures prices : a survey

Chance, Don M. - In: The journal of futures markets 13 (1993) 2, pp. 123-155

Persistent link: https://www.econbiz.de/10001141890

A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets

Chance, Don M. - 2015

The finance literature has revealed no fewer than 11 alternative versions of the binomial option pricing model for options on lognormally distributed assets. These models are derived under a variety of assumptions and in some cases require information that is ordinarily unnecessary to value...

Persistent link: https://www.econbiz.de/10013010876