Narrow search
Showing 1 - 6 of 6
Cover Image
Option bonds and second order arbitrage opportunities
Huang, James (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625372
Cover Image
Stochastic dominance option bounds and Nth order arbitrage opportunities
Huang, James (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625383
Cover Image
DARA and DRRA option bounds from concurrently expiring options
Huang, James (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625395
Cover Image
Option bounds from concurrently expiring options when relative risk aversion is bounded
Huang, James (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625408
Cover Image
Some new results on when extra risk strictly increases an option's value
Huang, James; Zhang, Deyuan - In: The journal of futures markets 33 (2013) 1, pp. 44-54
Persistent link: https://www.econbiz.de/10009697535
Cover Image
Cautiousness, skewness preference, and the demand for options
Huang, James; Stapleton, Richard C. - In: Review of finance : journal of the European Finance … 18 (2014) 6, pp. 2375-2395
Persistent link: https://www.econbiz.de/10011288501