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Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin; Siu-Hang Li, Johnny; Ng, Andrew Cheuk-Yin - In: The North American journal of economics and finance : a … 31 (2015), pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
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Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng; Xie, Xiaoke - In: The North American journal of economics and finance : a … 31 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
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The effect of market sentiment and information asymmetry on option pricing
Zghal, Imen; Ben Hamad, Salah; Eleuch, Hichem; Nobanee, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012664661
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Static hedging of chained-type barrier options
Jun, Doobae; Ku, Hyejin - In: The North American journal of economics and finance : a … 33 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
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Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The North American journal of economics and finance : a … 30 (2014), pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
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Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian; Wang, Zi-Ling; Xiao, Wei-Lin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
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Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American journal of economics and finance : a … 25 (2013), pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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Predictability dynamics of Islamic and conventional equity markets
Sensoy, Ahmet; Aras, Güler; Hacihasanoglu, Erk - In: The North American journal of economics and finance : a … 31 (2015), pp. 222-248
Persistent link: https://www.econbiz.de/10011514222