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A remark on static hedging of...
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Option pricing theory
79
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Journal of financial economics
The journal of futures markets
662
International journal of theoretical and applied finance
541
Journal of banking & finance
344
Mathematical finance : an international journal of mathematics, statistics and financial theory
288
Finance and stochastics
272
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269
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ECONIS (ZBW)
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1
Hedging
options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
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2
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
Saved in:
3
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding
;
Härkönen, Hannu J.
;
Newton, David P.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
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4
Do option markets undo restrictions on short sales? : evidence from the 2008 short-sale ban
Grundy, Bruce D.
;
Lim, Bryan
;
Verwijmeren, Patrick
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 331-348
Persistent link: https://www.econbiz.de/10009666655
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5
Diagnosing affine models of options pricing : evidence from VIX
Li, Gang
;
Zhang, Chu
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10009715829
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6
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
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7
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
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8
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
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9
Stocking up : executive optimism, option exercise, and share retention
Sen, Rik
;
Tumarkin, Robert
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 399-430
Persistent link: https://www.econbiz.de/10011480523
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10
Universal option valuation using quadrature methods
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Duck, Peter W.
; …
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10001739259
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