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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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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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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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Volatility and the cross-section of returns on FX options
Fullwood, Jonathan; James, Jessica; Marsh, Ian - In: Journal of financial economics 141 (2021) 3, pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
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Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter; Wu, Liuren - In: Journal of financial economics 120 (2016) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
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Capital structure effects on the prices of equity call options
Geske, Robert Leonard; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 121 (2016) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
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The leverage effect and the basket-index put spread
Bai, Jennie; Goldstein, Robert S.; Yang, Fan - In: Journal of financial economics 131 (2019) 1, pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
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The jump leverage risk premium
Bollerslev, Tim; Todorov, Viktor - In: Journal of financial economics 150 (2023) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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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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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