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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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An empirical examination of the pricing of American put options
Blomeyer, Edward C. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
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Derivatives use and risk taking : evidence from the hedge fund industry
Chen, Yong - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1073-1106
Persistent link: https://www.econbiz.de/10009516966
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
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The systematic risk of discretely rebalanced option hedges
Gilster, John E. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 507-516
Persistent link: https://www.econbiz.de/10001098661
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Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.; Yildirim, Yildiray - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
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The value of early exercise in option prices : an empirical investigation
Zivney, Terry L. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 129-138
Persistent link: https://www.econbiz.de/10001102359
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The accelerated binomial option pricing model
Breen, Richard - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10001106739
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A quick algorithm for pricing European average options
Turnbull, Stuart M. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
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A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001113534