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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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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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Warrants pricing : stochastic volatility vs. Black-Scholes
Huang, Yu Chuan; Chen, Shing Chun - In: Pacific-Basin finance journal 10 (2002) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10001716091
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A test of the Asay model for pricing options on the SPI futures contract
Brown, C. A. - In: Pacific-Basin finance journal 5 (1997) 5, pp. 579-594
Persistent link: https://www.econbiz.de/10001234775
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An empirical test of the BS and CSR valuation models for warrants listed in Thailand
Shastri, Kuldeep - In: Pacific-Basin finance journal 3 (1995) 4, pp. 465-483
Persistent link: https://www.econbiz.de/10001201439
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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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CFDs, forwards, futures and the cost-of-carry
Foster, F. Douglas; Lee, Adrian D.; Liu, Wai-man - In: Pacific-Basin finance journal 54 (2019), pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
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Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing; Liu, Siyuan; Xu, Zailin; Yu, Mei - In: Pacific-Basin finance journal 85 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014576054