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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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[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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A note on the pricing of commodity-linked bonds
Carr, Peter - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
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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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Static hedging of exotic options
Carr, Peter - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 1165-1190
Persistent link: https://www.econbiz.de/10001243935
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Optimal futures positions for large banking firms
Morgan, George Emir - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 175-195
Persistent link: https://www.econbiz.de/10001057971
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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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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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Implied binomial trees
Rubinstein, Mark - In: The journal of finance : the journal of the American … 49 (1994) 3, pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
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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