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Seasonality in the option market
Dickinson, Amy - In: The financial review : the official publication of the … 24 (1989) 4, pp. 529-540
Persistent link: https://www.econbiz.de/10001103534
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Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L. - In: The journal of financial research 11 (1988) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801