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Baele, Lieven - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 2, pp. 373-401

Persistent link: https://www.econbiz.de/10002975610

Lehnert, Thorsten - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 27-39

Persistent link: https://www.econbiz.de/10001770062

Biktimirov, Ernest N.; Wang, Chunrong - In: The journal of derivatives : the official publication … 24 (2017) 3, pp. 42-68

Persistent link: https://www.econbiz.de/10011687342

Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 489-524

Persistent link: https://www.econbiz.de/10003729143

Yan, Xuemin Sterling - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 741-767

Persistent link: https://www.econbiz.de/10003757797

Carr, Peter; Wu, Liuren - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 13-29

Persistent link: https://www.econbiz.de/10003321077

Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406

Persistent link: https://www.econbiz.de/10003331899

Agca, Senay; Agrawal, Deepak; Islam, Saiyid - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 7-35

Persistent link: https://www.econbiz.de/10003795256

Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 273-305

Persistent link: https://www.econbiz.de/10003865565

Wang, Yaw-huei - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 9-22

Persistent link: https://www.econbiz.de/10003852617