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The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
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Embedded options and interest rate risk for insurance companies, banks and other financial institutions
Lee, Jae-ha; Stock, Duane R. - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 169-187
Persistent link: https://www.econbiz.de/10001509385
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Living with inflation : a proposal for new futures and options markets
Ederington, Louis H. - In: Interest rate futures : concepts and issues, (pp. 463-475). 1982
Persistent link: https://www.econbiz.de/10001258076
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Option spread and combination trading
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
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Volatility trade design
Chaput, J. Scott; Ederington, Louis H. - In: The journal of futures markets 25 (2005) 3, pp. 243-279
Persistent link: https://www.econbiz.de/10002647703
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Vertical spread design
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 28-46
Persistent link: https://www.econbiz.de/10002672461
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The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.; Guan, Wei - In: Journal of banking & finance 37 (2013) 9, pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
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Ratio spreads
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 15 (2008) 3, pp. 41-57
Persistent link: https://www.econbiz.de/10003673354
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Higher order Greeks
Ederington, Louis H.; Guan, Wei - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 7-34
Persistent link: https://www.econbiz.de/10003447122