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Real options and American derivatives : the double continuation region
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
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Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.; Du, Du; Elkamhi, Redouane - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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Informed options trading prior to takeover announcements : insider trading?
Augustin, Patrick; Brenner, Menachem; Subrahmanyam, Marti G. - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5697-5720
Persistent link: https://www.econbiz.de/10012146894
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The pricing of jump propagation : evidence from spot and options markets
Du, Du; Luo, Dan - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
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Time-varying skew in vix derivatives pricing
Yuan, Peixuan - In: Management science : journal of the Institute for … 68 (2022) 10, pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio; Jahan-Parvar, Mohammad R.; Rosen, Samuel; … - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
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The information in hedge fund option holdings
Anand, Amber; Hua, Jian; Puckett, Andy - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1832-1854
Persistent link: https://www.econbiz.de/10014515151
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Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
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The information asymmetry effects of expanded disclosures about derivative and hedging activities
Steffen, Thomas D. - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 6298-6325
Persistent link: https://www.econbiz.de/10013372982