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New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst - In: The journal of business : B 71 (1998) 3, pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
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Implied interest rates
Brenner, Menachem - In: The journal of business : B 59 (1986) 3, pp. 493-507
Persistent link: https://www.econbiz.de/10001012608
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Stock market quality in the presence of a traded option
Jong, Cyriel de; Koedijk, Kees; Schnitzlein, Charles R. - In: The journal of business : B 79 (2006) 4, pp. 2243-2274
Persistent link: https://www.econbiz.de/10003378599
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Digital contracts : simple tools for pricing complex derivatives
Ingersoll, Jonathan E. - In: The journal of business : B 73 (2000) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10001447201
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Option prices sustained by risk-preferences
Câmara, António - In: The journal of business : B 78 (2005) 5, pp. 1683-1708
Persistent link: https://www.econbiz.de/10003232488
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Option bounds in discrete time : extensions and the pricing of the American put
Perrakis, Stylianos - In: The journal of business : B 59 (1986) 1, pp. 119-141
Persistent link: https://www.econbiz.de/10001008032
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The distribution of stock returns implied in their options at the turn-of-the-year : a test of seasonal volatility
Jones, Steven L. - In: The journal of business : B 70 (1997) 2, pp. 281-311
Persistent link: https://www.econbiz.de/10001220012
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Unusual option market activity and the terrorist attacks of September 11, 2001
Poteshman, Allen M. - In: The journal of business : B 79 (2006) 4, pp. 1703-1726
Persistent link: https://www.econbiz.de/10003378406
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Informational content of option volume prior to takeovers
Cao, Charles Q.; Chen, Zhiwu; Griffin, John M. - In: The journal of business : B 78 (2005) 3, pp. 1073-1109
Persistent link: https://www.econbiz.de/10003051100
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Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A. - In: The journal of business : B 65 (1992) 4, pp. 571-592
Persistent link: https://www.econbiz.de/10001132973