-day cryptocurrency options data, which spans over the COVID-19 pandemic period. CVX data therefore capture 'normal' market dynamics as …

, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …

investors selectively exploit the expiration feature of options to mitigate the psychological costs associated with selling … losing positions, generating a strong disposition effect especially for out-of-the-money options. They also use the strike …

strategies are also investigated, allowing for limited short selling and the inclusion of synthetic options in the security set. …

literature suggests that even in the absence of any ability to predict returns, holding options positions on the benchmark assets …. The enhancement from holding options can be substantial if the implied volatilities of the options are higher than the …