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A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu; Guo, Jia-Hau; Hung, Mao-Wei - In: The journal of futures markets 36 (2016) 9, pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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Intraday option price changes and net buying pressure
Ryu, Doojin; Yang, Heejin - In: Applied economics letters 29 (2022) 4, pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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The mispricing of US treasury callable bonds
Carayannopoulos, Peter - In: The journal of futures markets 15 (1995) 8, pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
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A graphical note on European put thetas
Alexander, Gordon J. - In: The journal of futures markets 16 (1996) 2, pp. 201-209
Persistent link: https://www.econbiz.de/10001198882
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Put-call parity with futures-style margining
Easton, Stephen Andrew - In: The journal of futures markets 17 (1997) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001218563
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An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung; Lee, Yung-Hsin; Chao, Wan-Ling - In: The journal of futures markets 35 (2015) 12, pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
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Comment: "On approximating deep in-the-money Asian options under exponential Lévy Processes"
Sun, Xianming; Haesen, Dorien; Vanmaele, Michèle - In: The journal of futures markets 35 (2015) 12, pp. 1220-1221
Persistent link: https://www.econbiz.de/10011546256
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Price-to-earnings ratios and option prices
Chua, Ansley; DeLisle, R. Jared; Feng, Sze-Shiang; Lee, … - In: The journal of futures markets 35 (2015) 8, pp. 738-752
Persistent link: https://www.econbiz.de/10011392646
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Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo; Lee, Soonhee - In: The journal of futures markets 36 (2016) 8, pp. 722-744
Persistent link: https://www.econbiz.de/10011568552