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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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Capital expenditures, financial constraints, and the use of options
Adam, Tim - In: Journal of financial economics 92 (2009) 2, pp. 238-251
Persistent link: https://www.econbiz.de/10003850992
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Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
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Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.; Lie, Erik - In: Journal of financial economics 83 (2007) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
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Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.; Widdicks, Martin; Newton, David P.; … - In: Journal of financial economics 83 (2007) 2, pp. 471-499
Persistent link: https://www.econbiz.de/10003425492
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Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
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Optimal exercise of executive stock options and implications for firm cost
Carpenter, Jennifer N.; Stanton, Richard; Wallace, Nancy E. - In: Journal of financial economics 98 (2010) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10008826326
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Differences in beliefs and currency risk premiums
Beber, Alessandro; Breedon, Francis J.; Buraschi, Andrea - In: Journal of financial economics 98 (2010) 3, pp. 415-438
Persistent link: https://www.econbiz.de/10008827023
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Stochastic skew in currency options
Carr, Peter; Wu, Liuren - In: Journal of financial economics 86 (2007) 1, pp. 213-247
Persistent link: https://www.econbiz.de/10003546310