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Valuing the option to purchase an asset at a proportional discount : a correction
Navas, Javier F. - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 720-724
Persistent link: https://www.econbiz.de/10003852656
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Investigating the effectiveness of convertible bonds in reducing agency costs : a Monte-Carlo approach
Siddiqi, Mazhar A. - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1360-1370
Persistent link: https://www.econbiz.de/10003903789
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Simpler proofs in finance and shout options
Ramprasath, L. - In: Applied economics letters 18 (2011) 1/3, pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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Model risk and option hedging
Giannetti, Antoine; Clark, John M.; Anderson, Randy I. - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
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Challenges to the practical implementation of modeling and valuing real options
Lander, Diane M.; Pinches, George E. - In: The quarterly review of economics and finance : journal … 38 (1998) Special issue, pp. 537-567
Persistent link: https://www.econbiz.de/10001473022
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Options in mutually exclusive projects of unequal lives
Brown, Christine; Davis, Kevin T. - In: The quarterly review of economics and finance : journal … 38 (1998) Special issue, pp. 569-577
Persistent link: https://www.econbiz.de/10001473105
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Comparing mean reverting versus pure diffusion interest rate processes in valuing postponement options
Spahr, Ronald W.; Schwebach, Robert G. - In: The quarterly review of economics and finance : journal … 38 (1998) Special issue, pp. 579-598
Persistent link: https://www.econbiz.de/10001473113