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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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Volatility information in the trading activity of stocks, options, and volatility options
Wang, Yaw-huei - In: The journal of futures markets 33 (2013) 8, pp. 752-773
Persistent link: https://www.econbiz.de/10009779086
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Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian; Gazi, Adnan - In: The journal of futures markets 44 (2024) 5, pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
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Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin - In: The journal of futures markets 44 (2024) 5, pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
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Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin; Petkevich, Alex; Teterin, Pavel; … - In: The journal of futures markets 44 (2024) 6, pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
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Executive stock option pricing in China under stochastic volatility
Chong, Terence Tai-Leung; Ding, Yue; Li, Yong - In: The journal of futures markets 35 (2015) 10, pp. 953-960
Persistent link: https://www.econbiz.de/10011392713
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka; Nikkinen, Jussi; Äijö, Janne - In: The journal of futures markets 35 (2015) 11, pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
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Hedging short-term interest risk under time-varying distributions
Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
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Stock price volatility : some evidence from an ARCH model
Baldauf, Brad - In: The journal of futures markets 11 (1991) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10001102722