Narrow search
Showing 71 - 80 of 765
Cover Image
Implied volatilities and transaction costs
Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Cover Image
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1361-1372
Persistent link: https://www.econbiz.de/10001080354
Cover Image
The valuation of currency options for alternate stochastic processes
Shastri, Kuldeep - In: The journal of financial research 10 (1987) 4, pp. 283-293
Persistent link: https://www.econbiz.de/10001086203
Cover Image
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 1 (1986), pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Cover Image
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Cover Image
The skewness premium : option pricing under asymmetric processes
Bates, David S. - In: Advances in futures and options research : a research annual 9 (1997), pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Cover Image
Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
Cover Image
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S. - In: Options : classic approaches to pricing and modelling, (pp. 217-231). 1999
Persistent link: https://www.econbiz.de/10001772456
Cover Image
The pricing of Exxon scores before and after the 1986 Tax Reform Act
Sturrock, Thomas - In: The southern business & economic journal 13 (1990) 3, pp. 184-193
Persistent link: https://www.econbiz.de/10001091218
Cover Image
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 64-72
Persistent link: https://www.econbiz.de/10010191934