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An introduction to derivatives and risk management
Chance, Don M. - 2004 - 6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10001786590
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Competition and innovation in US futures markets
Chance, Don M. - In: The journal of alternative investments 11 (2008/09) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10003779260
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Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.; Ngo, Julie T. D. - In: Quantitative finance 22 (2022) 11, pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices
Hilliard, Jimmy E.; Hilliard, Jitka - In: The financial review : the official publication of the … 50 (2015) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10010503982
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Short-maturity options and jump memory
Arnold, Tom; Hilliard, Jimmy E.; Schwartz, Adam - In: The journal of financial research 30 (2007) 3, pp. 437-454
Persistent link: https://www.econbiz.de/10003537005
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Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.; Hilliard, Jitka - In: International journal of financial markets and derivatives 4 (2015) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
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A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.; Hilliard, Jitka - In: Journal of banking & finance 98 (2019), pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
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Implied parameter estimation for jump diffusion option pricing models : pricing accuracy and the role of loss and evaluation functions
Hilliard, Jimmy E.; Hilliard, Jitka; Ngo, Julie T. D. - In: Journal of commodity markets : JCM 35 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015077292
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The impact of equity option expirations on the prices of non-expiring options
Broughton, John B. - In: Review of financial economics : RFE 4 (1995) 2, pp. 109-123
Persistent link: https://www.econbiz.de/10001188744
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An introduction to derivatives and risk management
Chance, Don M.; Brooks, Robert - 2007 - 7. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10003399203