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~person:"Yoder, James A."
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Yoder, James A.
Levy, Haim
492
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129
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1
A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
Levy, Haim
- In:
Economics letters
40
(
1992
)
2
,
pp. 217-221
Persistent link: https://www.econbiz.de/10001138420
Saved in:
2
The formation of stock return volatility expectations after the 1987 stock market crash
Levy, Haim
- In:
Economics letters
35
(
1991
)
4
,
pp. 441-444
Persistent link: https://www.econbiz.de/10001105617
Saved in:
3
The behavior of option prices around merger and acquisition announcements
Levy, Haim
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 179-191
Persistent link: https://www.econbiz.de/10001229791
Saved in:
4
A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
Levy, Haim
- In:
Applied financial economics
6
(
1996
)
4
,
pp. 377-382
Persistent link: https://www.econbiz.de/10001207513
Saved in:
5
Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Levy, Haim
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 153-161
Persistent link: https://www.econbiz.de/10001211141
Saved in:
6
Stock market volatility after the crash
Levy, Haim
- In:
Research in finance
12
(
1995
),
pp. 65-78
Persistent link: https://www.econbiz.de/10001185439
Saved in:
7
Time diversification and stochastic dominance
Hodges, Charles W.
;
Levy, Haim
;
Yoder, James A.
- In:
Research in finance
21
(
2004
),
pp. 1-15
Persistent link: https://www.econbiz.de/10002976179
Saved in:
8
Stock market volatility after the crash
Levy, Haim
;
Yoder, James A.
- In:
Research in finance
12
(
1995
),
pp. 65-78
Persistent link: https://www.econbiz.de/10009943434
Saved in:
9
Time diversification and stochastic dominance
Hodges, Charles W.
;
Levy, Haim
;
Yoder, James A.
- In:
Research in finance
21
(
2004
),
pp. 1-15
Persistent link: https://www.econbiz.de/10009943512
Saved in:
10
Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Levy, Haim
;
Yoder, James A.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 153-161
Persistent link: https://www.econbiz.de/10009924637
Saved in:
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