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Option pricing based on the generalized lambda distribution
Corrado, Charles Joseph - In: The journal of futures markets 21 (2001) 3, pp. 213-236
Persistent link: https://www.econbiz.de/10001556707
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S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles Joseph - In: The journal of futures markets 16 (1996) 6, pp. 611-629
Persistent link: https://www.econbiz.de/10001206958
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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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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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The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph - In: The journal of futures markets 27 (2007) 6, pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles J.; Miller Jr, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-374
Persistent link: https://www.econbiz.de/10006809631
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Option Pricing Based on the Generalized Lambda Distribution
Corrado, Charles J. - In: The journal of futures markets 21 (2001) 3, pp. 213-236
Persistent link: https://www.econbiz.de/10006834312
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Efficient Option-Implied Volatility Estimators
Corrado, Charles J.; Miller Jr, Thomas W. - In: The journal of futures markets 16 (1996) 3, pp. 247-272
Persistent link: https://www.econbiz.de/10007314999
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S&P 500 Index Option Tests of Jarrow and Rudd's Approximate Option Valuation Formula
Corrado, Charles J.; Su, Tie - In: The journal of futures markets 16 (1996) 6, pp. 611-630
Persistent link: https://www.econbiz.de/10007325974