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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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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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Options as a predictor of common stock price changes
Baestaens, Dirk J. Emma - In: The European journal of finance 1 (1996) 4, pp. 325-343
Persistent link: https://www.econbiz.de/10001196893
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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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Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: The review of financial studies 26 (2013) 8, pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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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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Pricing European options on autocorrelated indexes
Jokivuolle, Esa - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 39-52
Persistent link: https://www.econbiz.de/10001355579
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Simulating path-dependent options : a new approach
Babsiri, Mohamed el; Noel, Gerald - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
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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