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Valuation of American futures options : theory and empirical tests
Whaley, Robert E. - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
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Intraday price observations : on computing portfolio returns
Whaley, Robert E. - In: Review of futures markets 12 (1994) 1, pp. 175-190
Persistent link: https://www.econbiz.de/10001183623
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Derivatives
Whaley, Robert E. - 2003
Persistent link: https://www.econbiz.de/10001832928
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Understanding the VIX
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
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Trading volatility : at what cost?
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10010246274
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Return and risk of CBOE buy write monthly index
Whaley, Robert E. - In: The journal of derivatives : the official publication … 10 (2002) 2, pp. 35-42
Persistent link: https://www.econbiz.de/10001745231
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On the valuation of American call options on stocks with known dividends
Whaley, Robert E. - In: Journal of financial economics 9 (1981) 2, pp. 207-211
Persistent link: https://www.econbiz.de/10002978696
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Valuation of American call options on dividend-paying stocks : empirical tests
Whaley, Robert E. - In: Journal of financial economics 10 (1982) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10002978703
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Derivatives : markets, valuation, and risk management
Whaley, Robert E. - 2006
Persistent link: https://www.econbiz.de/10013490231
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200