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Efficiency analysis and option portfolio selection
Booth, James R. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 435-450
Persistent link: https://www.econbiz.de/10001007359
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The determinants of firms' hedging policies
Smith, Clifford W. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 391-405
Persistent link: https://www.econbiz.de/10001007382
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Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
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Put-call parity and expected returns
Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 445-457
Persistent link: https://www.econbiz.de/10001119166
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An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
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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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The distribution of futures prices : a test of the stable Paretian and mixture of normals hypotheses
Hall, Joyce A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10001063196
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On the call provision in corporate zero-coupon bonds
Narayanan, M. P. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10001063198
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Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10001067211