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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo; Tong, Chen; Wang, Tianyi - In: Applied economics 52 (2020) 17, pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
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A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan; Vrins, Frédéric - In: Applied economics 50 (2018) 10, pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha; Matkovskyy, Roman; Aziz, Saqib - In: Applied economics 53 (2021) 17, pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
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The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas; Muzzioli, Silvia - In: Applied economics 54 (2022) 22, pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
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Equity yields in models considering higher moments of the return distribution
Homaifar, Ghassem - In: Applied economics 20 (1988) 3, pp. 325-334
Persistent link: https://www.econbiz.de/10001047146
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The explanatory power of the market model : an internat. comparison
Parkinson, John M. - In: Applied economics 19 (1987) 12, pp. 1625-1637
Persistent link: https://www.econbiz.de/10001047294
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Volatility and time-varying risk premiums in the stock market
Stenius, Marianne - In: Applied economics 23 (1991) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10001104416
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Stock exchange reactions to monopoly and merger commission reports
Forbes, William P. - In: Applied economics 20 (1988) 7, pp. 929-938
Persistent link: https://www.econbiz.de/10001057557
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Is the real interest rate unstable? : Some new evidence
Lai, Kon-sun - In: Applied economics 29 (1997) 3, pp. 359-364
Persistent link: https://www.econbiz.de/10001220897