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The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff - In: Advances in futures and options research : a research annual 10 (1999), pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
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On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 3 (1988), pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
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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