Narrow search
Showing 1 - 4 of 4
Cover Image
Option bid-ask spread and scalping risk : evidence from a covered warrants market
Petrella, Giovanni - In: The journal of futures markets 26 (2006) 9, pp. 843-867
Persistent link: https://www.econbiz.de/10003356469
Cover Image
Numerical pricing of discrete barrier and lookback options via Laplace transforms
Petrella, Giovanni; Kou, Steven - In: The journal of computational finance 8 (2004) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002390569
Cover Image
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven; Petrella, Giovanni; Wang, Hui - In: The Kyoto economic review 74 (2005) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
Cover Image
Do firms get what they pay for? : a second thought on over-allotment option in IPOs
Bajo, Emanuele; Barbi, Massimiliano; Petrella, Giovanni - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 219-232
Persistent link: https://www.econbiz.de/10011792027