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Heterogeneous beliefs and the effect of replicatable options on asset prices
Kraus, Alan - In: The review of financial studies 9 (1996) 3, pp. 723-756
Persistent link: https://www.econbiz.de/10001209113
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Spanning and completeness with options
Nachman, David C. - In: The review of financial studies 1 (1988) 3, pp. 311-328
Persistent link: https://www.econbiz.de/10001106322
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Predicting premature exercise of an American put on stocks : theory and empirical evidence
Chesney, Marc - In: The European journal of finance 2 (1996) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10001205314
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A comparison of models for pricing interest rate derivative securities
Strickland, Chris - In: The European journal of finance 2 (1996) 3, pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
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Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin; Yang, Zhaojun - In: Applied economics letters 25 (2018) 18, pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
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A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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Optimal hedging of variance derivatives
Crosby, John - In: The European journal of finance 20 (2014) 1/3, pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
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Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian (contributor) - 2015
Persistent link: https://www.econbiz.de/10010528214
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Vega-informed trading and options market reform
Ryu, Doojin; Ryu, Doowon; Yang, Heejin - In: Applied economics letters 27 (2020) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10012205363