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The volatility and price sensitivities of managerial stock option portfolios and corporate hedging
Knopf, John Donald; Nam, Jouahn; Thornton, John H. - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 801-813
Persistent link: https://www.econbiz.de/10001684732
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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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Executive stock options : early exercise provisions and risk-taking incentives
Brisley, Neil - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2487-2509
Persistent link: https://www.econbiz.de/10003378819
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How do quasi-random option grants affect CEO risk-taking?
Shue, Kelly; Townsend, Richard R. - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2551-2588
Persistent link: https://www.econbiz.de/10012160142
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The finite moment log stable process and option pricing
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
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Real options, volatility, and stock returns
Grullon, Gustavo; Lyandres, Evgeny; Zhdanov, Alexei - In: The journal of finance : the journal of the American … 67 (2012) 4, pp. 1499-1538
Persistent link: https://www.econbiz.de/10010219837
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Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu; Jacobs, Kris; Orłowski, Piotr - In: The journal of finance : the journal of the American … 79 (2024) 3, pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
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Options pricing on stocks in mergers and acquisitions
Subramanian, Ajay - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 795-829
Persistent link: https://www.econbiz.de/10002013825
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The American put option and its critical stock price
Bunch, David S.; Johnson, Herbert - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2333-2356
Persistent link: https://www.econbiz.de/10001524444