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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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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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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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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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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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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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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.; Crosby, John; Gao, Xiaohui; Hansen, … - In: Journal of financial economics 150 (2023) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - In: Journal of financial economics 64 (2002) 3, pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
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The option to stock volume ratio and future returns
Johnson, Travis L.; So, Eric - In: Journal of financial economics 106 (2012) 2, pp. 262-286
Persistent link: https://www.econbiz.de/10009666658
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Pinning in the S&P 500 futures
Golez, Benjamin; Jackwerth, Jens Carsten - In: Journal of financial economics 106 (2012) 3, pp. 566-585
Persistent link: https://www.econbiz.de/10009710162