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Dividend-rollover effect and the ad hoc black-scholes model
Choi, Youngsoo
;
Jordan, Steven J.
;
Ok, Soonchan
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 742-772
Persistent link: https://www.econbiz.de/10009554754
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Effects of rollover strategies and information stability on the performance measures in options markets : an examination of the KOSPI 200 index options market
Choi, Youngsoo
;
Ok, Soonchan
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 360-388
Persistent link: https://www.econbiz.de/10010218778
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3
Dividend‐Rollover Effect and the Ad Hoc Black‐Scholes Model
Choi, Youngsoo
;
Jordan, Steven J.
;
Ok, Soonchan
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 742-773
Persistent link: https://www.econbiz.de/10009978687
Saved in:
4
Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market
Choi, Youngsoo
;
Ok, SoonChan
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 360-389
Persistent link: https://www.econbiz.de/10009831494
Saved in:
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