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The relationship between index option moneyness and relative liquidity
Etling, Cheri; Miller, Thomas W. - In: The journal of futures markets 20 (2000) 10, pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael; Miller, Thomas W. - In: The journal of futures markets 23 (2002) 3, pp. 287-313
Persistent link: https://www.econbiz.de/10001765120
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Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
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Market microstructure effects on the direct measurement of the early exercise premium in S&P 500 index options
Dueker, Michael; Miller, Thomas W. - 1996
Persistent link: https://www.econbiz.de/10000962973
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Directly measuring early exercise premiums using American and European S&P 500 index options
Dueker, Michael (contributor); Miller, Thomas W. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974075
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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