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Journal of financial and quantitative analysis : JFQA
Finance research letters
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ECONIS (ZBW)
498
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1
Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
Saved in:
2
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
3
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
4
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
5
Volatility
and expected option returns
Hu, Guanglian
;
Jacobs, Kris
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 1025-1060
Persistent link: https://www.econbiz.de/10012195631
Saved in:
6
Asian options, the sum of lognormals, and the reciprocal gamma distribution
Milevsky, Moshe Arye
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 409-422
Persistent link: https://www.econbiz.de/10001251497
Saved in:
7
An empirical examination of call option values implicit in US corporate bonds
King, Tao-Hsien Dolly
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 693-721
Persistent link: https://www.econbiz.de/10001724589
Saved in:
8
Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
Saved in:
9
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
Saved in:
10
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
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