Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
Why are derivative warrants more expensive than options? : an empirical study
Li, Gang; Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 275-297
Persistent link: https://www.econbiz.de/10008991250
Cover Image
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
Cover Image
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
Cover Image
The pricing of multiclass commercial mortgage-backed securities
Childs, Paul D. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 581-603
Persistent link: https://www.econbiz.de/10001219187
Cover Image
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
Cover Image
Implied volatilities and transaction costs
Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Cover Image
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
Cover Image
Producing derivative assets with forward contracts
Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10001053429