Narrow search
Showing 1 - 10 of 58
Cover Image
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Cover Image
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung; Lee, Yung-Hsin; Chao, Wan-Ling - In: The journal of futures markets 35 (2015) 12, pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Cover Image
Informed trading in the options market and stock return predictability
Han, Joongho; Kim, Da-Hea; Byun, Suk Joon - In: The journal of futures markets 37 (2017) 11, pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Cover Image
The introduction of derivatives on the Dow Jones Industrial Average and their impact on the volatility of component stocks
Rahman, Shafiqur - In: The journal of futures markets 21 (2001) 7, pp. 633-653
Persistent link: https://www.econbiz.de/10001588268
Cover Image
The skewness implied in the Heston model and its application
Zhang, Jin E.; Zhen, Fang; Sun, Xiaoxia; Zhao, Huimin - In: The journal of futures markets 37 (2017) 3, pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Cover Image
Psychological barriers and option pricing
Jang, Bong-Gyu; Kim, Changki; Kim, Kyeong Tae; Lee, Seungkyu - In: The journal of futures markets 35 (2015) 1, pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Cover Image
Put-call parity with futures-style margining
Easton, Stephen Andrew - In: The journal of futures markets 17 (1997) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001218563
Cover Image
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard - In: The journal of futures markets 37 (2017) 4, pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Cover Image
Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Cover Image
Testing alternative measure changes in nonparametric pricing and hedging of European options
Alcock, Jamie; Smith, Godfrey - In: The journal of futures markets 34 (2014) 4, pp. 320-345
Persistent link: https://www.econbiz.de/10010355426