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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
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A defaultable callable bond pricing model
Hua, David; Chou, Heng-chih; Wang, David - In: Investment management and financial innovations 6 (2009) 3, pp. 54-62
Persistent link: https://www.econbiz.de/10003919413
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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
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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
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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
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Gold price risk management through Nova 3 option strategy created by barrier options
Šoltés, Michal; Harčariková, Monika - In: Investment management and financial innovations 13 (2016) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10011630674
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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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Managing the equity risk using Short Put Ladder strategy by barrier options
Timková, Monika; Šoltés, Michal - In: Investment management and financial innovations 16 (2019) 4, pp. 133-145
Persistent link: https://www.econbiz.de/10012177653
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On the non-linear relationship between VIX and realized SP500 volatility
Russon, Manuel G.; Vakil, Ahmad F. - In: Investment management and financial innovations 14 (2017) 2, pp. 200-206
Persistent link: https://www.econbiz.de/10011818218
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320