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A revised option pricing formu...
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Bakshi, Gurdip S.
7
Jacobs, Kris
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Christoffersen, Peter F.
6
Bollerslev, Tim
5
Aït-Sahalia, Yacine
4
Chan, Kalok
4
Longstaff, Francis A.
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Ornthanalai, Chayawat
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Journal of financial economics
The journal of futures markets
878
Energy economics
762
Finance research letters
737
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666
International journal of theoretical and applied finance
633
NBER working paper series
595
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
5
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
Saved in:
6
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
7
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
8
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
Saved in:
9
Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar
;
Tayal, Jitendra
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
Saved in:
10
Option prices and costly short-selling
Atmaz, Adem
;
Basak, Suleyman
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012166805
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