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Option implied cost of equity and its properties
Câmara, António; Chung, San-lin; Wang, Yaw-huei - In: The journal of futures markets 29 (2009) 7, pp. 599-629
Persistent link: https://www.econbiz.de/10003842906
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Comment on "A new simple square root option pricing model"
Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
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The valuation of options with restrictions on preferences and distributions
Câmara, António - In: The journal of futures markets 21 (2001) 12, pp. 1091-1117
Persistent link: https://www.econbiz.de/10001620297
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Option pricing for the transformed-binomial class
Câmara, António; Chung, San-Lin - In: The journal of futures markets 26 (2006) 8, pp. 759-787
Persistent link: https://www.econbiz.de/10003353584
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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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Option implied cost of equity and its properties
Câmara, António; Chung, San-Lin; Wang, Yaw-Huei - In: The journal of futures markets 29 (2009) 7, pp. 599-629
Persistent link: https://www.econbiz.de/10008239611
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Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei - In: The journal of futures markets 32 (2012) 2, pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
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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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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/10007897436