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Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory - In: Advances in futures and options research : a research annual 5 (1991), pp. 297-308
Persistent link: https://www.econbiz.de/10001123282
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A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 267-278
Persistent link: https://www.econbiz.de/10001123283
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Biases and profit opportunities in warrant markets
Lauterbach, Beni - In: Advances in futures and options research : a research annual 5 (1991), pp. 255-266
Persistent link: https://www.econbiz.de/10001123284
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Macroeconomic forces and risk premiums on commodity futures
Young, Saul David - In: Advances in futures and options research : a research annual 5 (1991), pp. 241-254
Persistent link: https://www.econbiz.de/10001123285
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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Stochastic-dominance tests of portfolio insurance strategies
Clarke, Roger G. - In: Advances in futures and options research : a research annual 5 (1991), pp. 185-202
Persistent link: https://www.econbiz.de/10001123289
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Static optimization of American contingent claims
Welch, Robert L. - In: Advances in futures and options research : a research annual 5 (1991), pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
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A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 149-174
Persistent link: https://www.econbiz.de/10001123291
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Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O. - In: Advances in futures and options research : a research annual 5 (1991), pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
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Option valuation : an extension of the binomial model
Levy, Haim - In: Advances in futures and options research : a research annual 5 (1991), pp. 49-69
Persistent link: https://www.econbiz.de/10001123296