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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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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
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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
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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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Capital market imperfections and the sensitivity of investment to stock prices
Ovtchinnikov, Alexei V.; McConnell, John J. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 551-578
Persistent link: https://www.econbiz.de/10003887368
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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On the estimation of bid-ask spreads : theory and evidence
Choi, Jong-yeon - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 219-230
Persistent link: https://www.econbiz.de/10001053420
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Trading frictions and futures price movements
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 4, pp. 465-481
Persistent link: https://www.econbiz.de/10001060141
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Price changes of related securities : the case of call options and stocks
Bhattacharya, Mihir - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001023056
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Option pricing when the variance changes randomly : theory, estimation, and an application
Scott, Louis O. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10001043904