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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
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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
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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
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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
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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
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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