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On bounding option prices in Paretian stable markets
Popova, Ivilina - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
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The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
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Option prices and stock market momentum : evidence from China
Li, Jianping; Yao, Yanzhen; Chen, Yibing; Lee, Cheng F. - In: Quantitative finance 18 (2018) 9, pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
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Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon; Kwon, Se-Jin; Kim, Jeong-Hoon - In: Quantitative finance 21 (2021) 4, pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
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An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.; Hilliard, Jitka; Ni, Yinan - In: Quantitative finance 22 (2022) 7, pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
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Evaluating forecasts of correlation using option pricing
Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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GARCH gamma
Engle, Robert F. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
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Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
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The exercise of equity options : theory and empirical tests
Overdahl, James A. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10001219330
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Option wagering in point spread betting markets
Lacey, Nelson J. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001219332