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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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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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Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
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Underreaction, overreaction, and increasing misreaction to information in the options market
Poteshman, Allen M. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 851-876
Persistent link: https://www.econbiz.de/10001593005
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Early experience of put options on stocks
Barraclough, Kathryn; Whaley, Robert E. - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1423-1456
Persistent link: https://www.econbiz.de/10010219834
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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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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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A simple nonparametric approach to derivative security valuation
Stutzer, Michael J. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
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Recovering probability distributions from option prices
Jackwerth, Jens Carsten - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781