Narrow search
Showing 1 - 10 of 416
Cover Image
Market moves and the information content of option prices
McIntyre, Michael L.; Jackson, David - In: International review of economics & finance : IREF 18 (2009) 2, pp. 327-340
Persistent link: https://www.econbiz.de/10003832749
Cover Image
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Cover Image
Simpler proofs in finance and shout options
Ramprasath, L. - In: Applied economics letters 18 (2011) 1/3, pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
Cover Image
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Cover Image
Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei; Lin, Yueh-neng; Chen, Yin-jung - In: International review of economics & finance : IREF 24 (2012), pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Cover Image
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Cover Image
An empirical comparison of implied tree models for KOSPI 200 index options
Kim, In-joon; Gun Youb Park - In: International review of economics & finance : IREF 15 (2006) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10003298496
Cover Image
Option pricing with stochastic valotility following a finite Markov Chain
Guo, Chen - In: International review of economics & finance : IREF 7 (1998) 4, pp. 407-415
Persistent link: https://www.econbiz.de/10001427810
Cover Image
Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
Duan, J.; Sealey, C. W.; Yan, Y. - In: International review of economics & finance : IREF 8 (1999) 3, pp. 253-265
Persistent link: https://www.econbiz.de/10001427865
Cover Image
Dividend predicting using put-call parity
Brooks, Raymond M. - In: International review of economics & finance : IREF 3 (1994) 4, pp. 373-392
Persistent link: https://www.econbiz.de/10001177077