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The American put option and its critical stock price
Bunch, David S.; Johnson, Herbert - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2333-2356
Persistent link: https://www.econbiz.de/10001524444
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Options on the maximum or the minimum of several assets
Johnson, Herbert - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 277-283
Persistent link: https://www.econbiz.de/10001037501
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Engineering business success : essential lessons in building a thriving company
Johnson, Herbert - 2014
Persistent link: https://www.econbiz.de/10011712005
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A put option paradox
Grinblatt, Mark; Johnson, Herbert - 1986 - Rev
Persistent link: https://www.econbiz.de/10000722344
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The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Chan, Kalok - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001217162
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Changes in the Standard and Poor's 500 list
Dhillon, Upinder S. - In: The journal of business : B 64 (1991) 1, pp. 75-85
Persistent link: https://www.econbiz.de/10001102347
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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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An empirical examination of the pricing of American put options
Blomeyer, Edward C. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
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The pricing of options with default risk
Johnson, Herbert - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 267-280
Persistent link: https://www.econbiz.de/10001047787
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Dividend spreads
Castanias, Richard P. - In: The journal of business : B 61 (1988) 3, pp. 299-319
Persistent link: https://www.econbiz.de/10001052093