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[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Market risk and model risk for a financial institution writing options
Green, Tracy Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
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Option momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
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Volatility information trading in the option market
Ni, Sophie X.; Pan, Jun; Poteshman, Allen M. - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1059-1091
Persistent link: https://www.econbiz.de/10003822210
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Options and the bubble
Battalio, Robert H.; Schultz, Paul H. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2071-2102
Persistent link: https://www.econbiz.de/10003378691
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Model specification and risk premia : evidence from futures options
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
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Lucky CEOs and lucky directors
Bebchuk, Lucian A.; Grinstein, Yaniv; Peyer, Urs C. - In: The journal of finance : the journal of the American … 65 (2010) 6, pp. 2363-2401
Persistent link: https://www.econbiz.de/10008778254
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Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
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On the design of contingent capital with a market trigger
Sundaresan, Suresh; Wang, Zhenyu - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 881-920
Persistent link: https://www.econbiz.de/10010517153