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Informed trading in the index option market : the case of KOSPI 200 options
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: The journal of futures markets 28 (2008) 12, pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
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Hedging under counterparty credit uncertainty
Mahul, Olivier; Cummins, John David - In: The journal of futures markets 28 (2008) 3, pp. 248-263
Persistent link: https://www.econbiz.de/10003699318
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Migration of price discovery in semiregulated derivatives markets
Hall, Anthony D.; Kofman, Paul; Manaster, Steven - In: The journal of futures markets 26 (2006) 3, pp. 209-241
Persistent link: https://www.econbiz.de/10003303996
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Optimal partial hedging of options with small transaction costs
Whalley, A. Elizabeth - In: The journal of futures markets 31 (2011) 9, pp. 855-897
Persistent link: https://www.econbiz.de/10009355792
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The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin - In: The journal of futures markets 35 (2015) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
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Valuing seller-defaultable options
Lu, Jin-ray; Chen, Yi-chun; Hwang, Chih-chiang; Ting, … - In: The journal of futures markets 33 (2013) 2, pp. 129-157
Persistent link: https://www.econbiz.de/10009699452
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Price and volume effects of exchange-traded barrier options : evidence from Callable Bull/Bear Contracts
Lei, Adrian C. H. - In: The journal of futures markets 35 (2015) 11, pp. 1042-1066
Persistent link: https://www.econbiz.de/10011546215
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Efficient static replication of European options under exponential Lévy models
Takahashi, Akihiko; Yamazaki, Akira - In: The journal of futures markets 29 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003826604
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The information content of an open limit-order book
Cao, Charles Q.; Hansch, Oliver; Wang, Xiaoxin - In: The journal of futures markets 29 (2009) 1, pp. 16-41
Persistent link: https://www.econbiz.de/10003826609
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Risk management with options and futures under liquidity risk
Adam-Müller, Axel F. A.; Panaretou, Argyro - In: The journal of futures markets 29 (2009) 4, pp. 297-318
Persistent link: https://www.econbiz.de/10003817579