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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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Canonical valuation of options in the presence of stochastic volatility
Gray, Philip K.; Newman, Scott - In: The journal of futures markets 25 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
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Valuing stock options when prices are subject to a lower boundary : a correction
Hertrich, Markus; Veestraeten, Dirk - In: The journal of futures markets 33 (2013) 9, pp. 889-890
Persistent link: https://www.econbiz.de/10009779058
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Closed-form option pricing formulas with extreme events
Câmara, António; Heston, Steven L. - In: The journal of futures markets 28 (2008) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
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Options on troubled stock
Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
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The performance of traders' rules in options market
Kim, Sol - In: The journal of futures markets 29 (2009) 11, pp. 999-1020
Persistent link: https://www.econbiz.de/10003900960
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Model risk adjusted hedge ratios
Alexander, Carol; Kaeck, Andreas; Nogueira, Leonardo M. - In: The journal of futures markets 29 (2009) 11, pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
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Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L. - In: The journal of futures markets 32 (2012) 8, pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
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The intraday and overnight behavior of SPY options and adjusted delta hedging
Simon, David P. - In: The journal of futures markets 33 (2013) 5, pp. 443-468
Persistent link: https://www.econbiz.de/10009726365
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Volatility options : hedging effectiveness, pricing, and model error
Psychoyios, Dimitris; Skiadopoulos, George - In: The journal of futures markets 26 (2006) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003303866