Narrow search
Showing 1 - 10 of 277
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Spanning and derivative-security valuation
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10001448505