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Valuation of American options on foreign currency : preliminary draft
Shastri, Kuldeep; Tandon, Kishore - 1984 - Rev
Persistent link: https://www.econbiz.de/10000703956
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An empirical test of a valuation model for American options on futures contracts
Shastri, Kuldeep - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 4, pp. 377-392
Persistent link: https://www.econbiz.de/10001019453
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The behavior of option price around large block transactions in the underlying security
Kumar, Raman - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 879-889
Persistent link: https://www.econbiz.de/10001132039
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Options on futures contracts : a comparison of European and American pricing models
Shastri, Kuldeep - In: The journal of futures markets 6 (1986) 4, pp. 593-618
Persistent link: https://www.econbiz.de/10001135348
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Bid-ask spreads and volatility estimates : the implications for option pricing
Choi, Jong-yeon - In: Journal of banking & finance 13 (1989) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10001069320
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The impact of calls of preferred stock on common shareholders' wealth
Hingorani, Archana Niranjan - In: Journal of banking & finance 18 (1994) 6, pp. 1095-1111
Persistent link: https://www.econbiz.de/10001173219
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On the estimation of bid-ask spreads : theory and evidence
Choi, Jong-yeon - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 219-230
Persistent link: https://www.econbiz.de/10001053420
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The predictive ability of stock prices implied in option premia
Kumar, Raman - In: Advances in futures and options research : a research annual 4 (1990), pp. 165-176
Persistent link: https://www.econbiz.de/10001101735
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Information revelation in the futures market : evidence from single stock futures
Shastri, Kuldeep; Thirumalai, Ramabhadran S.; Zutter, … - In: The journal of futures markets 28 (2008) 4, pp. 335-353
Persistent link: https://www.econbiz.de/10003699407