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Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca; Meucci, Attilio - In: Journal of banking & finance 32 (2008) 10, pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
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Pension regulation and the market value of pension liabilities : a contingent claims analysis using Parisian options
Broeders, Dirk; Chen, An - In: Journal of banking & finance 34 (2010) 6, pp. 1201-1214
Persistent link: https://www.econbiz.de/10003978329
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Retail clientele and option returns
Choy, Siu Kai - In: Journal of banking & finance 51 (2015), pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
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Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun; Lu, Xiaolong - In: Journal of banking & finance 52 (2015), pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
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Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.; Meadows, Ray - In: Journal of banking & finance 37 (2013) 2, pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
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Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam - In: Journal of banking & finance 37 (2013) 2, pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
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Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro; Dias, José Carlos; Nunes, Joaõ … - In: Journal of banking & finance 37 (2013) 11, pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
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VIX option pricing and CBOE VIX Term Structure : a new methodology for volatility derivatives valuation
Lin, Yueh-neng - In: Journal of banking & finance 37 (2013) 11, pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
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A general closed-form spread option pricing formula
Caldana, Ruggero; Fusai, Gianluca - In: Journal of banking & finance 37 (2013) 12, pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250
Persistent link: https://www.econbiz.de/10011545291