Narrow search
Showing 1 - 8 of 8
Cover Image
Investment restrictions and the pricing of Korean convertible Eurobonds
Bailey, Warren - In: Pacific-Basin finance journal 4 (1996) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001204430
Cover Image
Asymmetric price distribution and bid-ask quotes in the stock options market
Chan, Kalok; Chung, Y. Peter - In: Asia-Pacific journal of financial studies 41 (2012) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10009514733
Cover Image
Extendible options : the general case
Chung, Y. Peter; Johnson, Herbert - In: Finance research letters 8 (2011) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10009272376
Cover Image
The critical stock price for the American put option
Chung, Y. Peter; Johnson, Herbert; Polimenis, Vassilis - In: Finance research letters 8 (2011) 1, pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
Cover Image
Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong; Byun, Suk Joon - In: The journal of futures markets 29 (2009) 9, pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
Cover Image
ITMs versus OTMs
Yoon, Sun-joong; Kang, So Hyun - In: Asia-Pacific journal of financial studies 41 (2012) 4, pp. 517-539
Persistent link: https://www.econbiz.de/10009618794
Cover Image
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, … - In: Journal of banking & finance 59 (2015), pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
Cover Image
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu; Yoon, Sun-Joong - In: International review of economics & finance : IREF 69 (2020), pp. 839-859
Persistent link: https://www.econbiz.de/10012487455