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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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A lattice framework for option pricing with two state variables
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
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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
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Futures cross-hedging with a stationary basis
Ankirchner, Stefan; Dimitroff, Georgi; Heyne, Gregor; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1361-1395
Persistent link: https://www.econbiz.de/10009728904
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CEO entrenchment and corporate hedging : evidence from the oil and gas industry
Kumar, Praveen; Rabinovitch, Ramón - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 887-917
Persistent link: https://www.econbiz.de/10010201779
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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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Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
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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