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An analysis of the pricing of corporate warrants
Ferri, Michael G. - In: Advances in futures and options research : a research annual 1 (1986), pp. 201-226
Persistent link: https://www.econbiz.de/10001339364
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Market characteristics, option trading, and volatility of the underlying stock
Ma, Christopher K. - In: Advances in futures and options research : a research annual 1 (1986), pp. 193-200
Persistent link: https://www.econbiz.de/10001339365
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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
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Options and tax clienteles
Heaton, Hal - In: Advances in futures and options research : a research annual 1 (1986), pp. 167-179
Persistent link: https://www.econbiz.de/10001339367
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Analytic approximation for the American put option
MacMillan, Lionel W. - In: Advances in futures and options research : a research annual 1 (1986), pp. 119-139
Persistent link: https://www.econbiz.de/10001339369
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New option instruments : arbitrageable linkages and valuation
Stoll, Hans R. - In: Advances in futures and options research : a research annual 1 (1986), pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
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International risk reduction with financial and foreign currency futures
Hill, Joanne M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 113-135
Persistent link: https://www.econbiz.de/10001339381
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Hedged equity portfolios : components of risk and return
Peters, Ed - In: Advances in futures and options research : a research annual 1 (1986), pp. 75-91
Persistent link: https://www.econbiz.de/10001339383
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - In: Advances in futures and options research : a research annual 6 (1993), pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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A comparison of actual and theoretical transaction cost estimates for CBOE-listed options
Diltz, J. David - In: Advances in futures and options research : a research annual 6 (1993), pp. 355-365
Persistent link: https://www.econbiz.de/10001145821