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Investment and competition
Akdoğu, Evrim; MacKay, Peter - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 299-330
Persistent link: https://www.econbiz.de/10003729125
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Missed opportunities: optimal investment timing when information is costly
Guthrie, Graeme A. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003484148
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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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Growth options and related stock market anomalies : profitability, distress, lotteryness, and volatility
Bali, Turan G.; Del Viva, Luca; Lambertides, Neophytos; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2150-2180
Persistent link: https://www.econbiz.de/10012307558
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Real options, idiosyncratic skewness, and diversification
Del Viva, Luca; Kasanen, Eero; Trigeorgis, Lenos - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 215-241
Persistent link: https://www.econbiz.de/10011667721
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Real-option valuation in multiple dimensions using poisson optional stopping times
Lange, Rutger-Jan; Ralph, Daniel; Støre, Kristian - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 653-677
Persistent link: https://www.econbiz.de/10012195609
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Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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The impact of overnight periods on option pricing
Boes, Mark-Jan; Drost, Feike C.; Werker, Bas J. M. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
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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