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Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.; Hilliard, Jitka - In: International journal of financial markets and derivatives 4 (2015) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
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The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships
Adhikari, Binay Kumar; Hilliard, Jimmy E. - In: International journal of financial markets and derivatives 3 (2014) 3, pp. 222-240
Persistent link: https://www.econbiz.de/10010406927
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Hedging price changes in the S&P 500 options and futures contracts : the effect of different measures of implied volatility
Hilliard, Jitka - In: International journal of financial markets and derivatives 3 (2014) 3, pp. 241-259
Persistent link: https://www.econbiz.de/10010406920