, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …

panel of stock and options data. We propose a multivariate option pricing model designed to allow for, but not superimpose …

investors selectively exploit the expiration feature of options to mitigate the psychological costs associated with selling … losing positions, generating a strong disposition effect especially for out-of-the-money options. They also use the strike …