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ECONIS (ZBW)
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1
A simple and numerically efficient valuation method for American puts using a modified Geske-Johnson approach
Bunch, David S.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 809-816
Persistent link: https://www.econbiz.de/10001128118
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2
Options on the maximum or the minimum of several assets
Johnson, Herbert
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 277-283
Persistent link: https://www.econbiz.de/10001037501
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3
A put option paradox
Grinblatt, Mark
;
Johnson, Herbert
-
1986
-
Rev
Persistent link: https://www.econbiz.de/10000722344
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4
Option pricing when the variance is changing
Johnson, Herbert
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 143-151
Persistent link: https://www.econbiz.de/10001025741
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5
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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6
A put option paradox
Grinblatt, Mark
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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7
An empirical examination of the pricing of American put options
Blomeyer, Edward C.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
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8
The pricing of options with default risk
Johnson, Herbert
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 267-280
Persistent link: https://www.econbiz.de/10001047787
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9
Dividend spreads
Castanias, Richard P.
- In:
The journal of business : B
61
(
1988
)
3
,
pp. 299-319
Persistent link: https://www.econbiz.de/10001052093
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10
Hedging options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
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