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Options-pricing formula with disaster risk
Barro, Robert J.; Liao, Gordon Y. - 2016
Persistent link: https://www.econbiz.de/10011432216
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Option prices in a model with stochastic disaster risk
Seo, Sang Byung; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010210684
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Optimal exercise prices for executive stock options
Hall, Brian J.; Murphy, Kevin James - 2000
Persistent link: https://www.econbiz.de/10001456284
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Stock options for undiversified executives
Hall, Brian J.; Murphy, Kevin James - 2000
Persistent link: https://www.econbiz.de/10001538228
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Valuing the reload features of executive stock options
Huddart{{}}, Steven; Jagannathan, Ravi; Saly, Jane - 1999
Persistent link: https://www.econbiz.de/10001376937
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The joint cross section of stocks and options
An, Byeong-je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - 2013
Persistent link: https://www.econbiz.de/10010210735
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Cross-sectional uncertainty and the business cycle : evidence from 40 years of options data
Dew-Becker, Ian; Giglio, Stefano - 2020
Persistent link: https://www.econbiz.de/10012305577
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727