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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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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
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An empirical examination of the relation between the option-implied volatility smile and heterogeneous beliefs
Feng, Shu; Pu, Xiaoling; Zhang, Yi - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 36-47
Persistent link: https://www.econbiz.de/10011965383
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Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model
Chang, Charles; Cheng, Hung-Wen; Fuh, Cheng-Der - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 7-25
Persistent link: https://www.econbiz.de/10011968669
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Robust estimation of shape-constrained state price density surfaces
Ludwig, Markus - In: The journal of derivatives : the official publication … 22 (2015) 3, pp. 56-72
Persistent link: https://www.econbiz.de/10011399679