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How does statutory redemption affect a buyer's decision at the foreclosure sale?
Jou, Jyh-Bang; Lee, Tan - In: International review of economics & finance : IREF 45 (2016), pp. 263-272
Persistent link: https://www.econbiz.de/10011626362
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The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve - In: International review of economics & finance : IREF 7 (1998) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
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On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui; Sung, Hao-Chang; Yang, Jingjing - In: International review of economics & finance : IREF 55 (2018), pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan; Hsu, Pao-Peng - In: International review of economics & finance : IREF 56 (2018), pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
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Retrieving aggregate information from option volume
Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: International review of economics & finance : IREF 55 (2018), pp. 220-232
Persistent link: https://www.econbiz.de/10012033475
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The impact of short sale restrictions on informed trading in the stock and options markets
Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273
Persistent link: https://www.econbiz.de/10011624726
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Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng; Lin, Anchor Y. - In: International review of economics & finance : IREF 43 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
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Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan; Kuo, I.-doun - In: International review of economics & finance : IREF 37 (2015), pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
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Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe; Zhang, Wei-guo; Liu, Yong-Jun; Zhang, Yue - In: International review of economics & finance : IREF 59 (2019), pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
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Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu - In: International review of economics & finance : IREF 13 (2004) 4, pp. 407-426
Persistent link: https://www.econbiz.de/10002222904