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On equity market inefficiency during the COVID-19 pandemic
Navratil, Robert; Taylor, Stephen; Večeř, Jan - In: International review of financial analysis 77 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805948
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The premium reduction of European, American, and perpetual log return options
Taylor, Stephen; Večeř, Jan - In: The journal of derivatives : JOD 28 (2021) 4, pp. 7-23
Persistent link: https://www.econbiz.de/10012612917
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On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
Navratil, Robert; Taylor, Stephen; Večeř, Jan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1215-1229
Persistent link: https://www.econbiz.de/10013363847