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1
Options-pricing formula with disaster
risk
Barro, Robert J.
;
Liao, Gordon Y.
-
2016
Persistent link: https://www.econbiz.de/10011432216
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2
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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3
Optimal exercise prices for executive stock options
Hall, Brian J.
;
Murphy, Kevin James
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2000
Persistent link: https://www.econbiz.de/10001456284
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4
Stock options for undiversified executives
Hall, Brian J.
;
Murphy, Kevin James
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2000
Persistent link: https://www.econbiz.de/10001538228
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5
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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7
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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8
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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9
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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10
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
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