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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael; Miller, Thomas W. - In: The journal of futures markets 23 (2002) 3, pp. 287-313
Persistent link: https://www.econbiz.de/10001765120
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The relationship between index option moneyness and relative liquidity
Etling, Cheri; Miller, Thomas W. - In: The journal of futures markets 20 (2000) 10, pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
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The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham - In: The journal of futures markets 12 (1992) 6, pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
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Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael; Miller, Thomas W. - In: The journal of futures markets 23 (2003) 3, pp. 287
Persistent link: https://www.econbiz.de/10006823788