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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles Joseph - In: The journal of futures markets 16 (1996) 6, pp. 611-629
Persistent link: https://www.econbiz.de/10001206958
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Hedged dividend capture with stock index options
Zivney, Terry L. - In: Financial management 15 (1986) 2, pp. 5-12
Persistent link: https://www.econbiz.de/10001086731