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Density estimation through quasi-analytic Monte-Carlo simulation : options arbitrage with transactions costs
Chidambaran, Nemmara - In: Review of quantitative finance and accounting 28 (2007) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003410833
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An adjusted binomial model for pricing Asian options
Costabile, Massimo; Massabó, Ivar; Russo, Emilio - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
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The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li; Chen, Mei-ling - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 371-394
Persistent link: https://www.econbiz.de/10003600297
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Value creation with Dye's disclosure option : optimal risk-shielding with an upper tailed disclosure strategy
Ostaszewski, Adam J.; Gietzmann, Miles B. - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003711402
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Non-parametric method for European option bounds
Lin, Hsuan-chu; Chen, Ren-Raw; Palmon, Oded - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
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A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris; Dotsis, George; Markellos, Raphaēl N. - In: Review of quantitative finance and accounting 35 (2010) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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Some characteristics of an equity security next-year impairment
Azzaz, Julien; Loisel, Stéphane; Thérond, Pierre-E. - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10011333134
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Growth options, option exercise and firms' systematic risk
Koussis, Nicos; Makrominas, Michalis - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 243-267
Persistent link: https://www.econbiz.de/10011327631
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Interest tax shields : a barrier options approach
Couch, Robert B.; Dothan, Michael U.; Wu, Wei - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10009629103
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Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158
Persistent link: https://www.econbiz.de/10010345141