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Timing versus Buy and Hold: A Model for Determining Predictive Accuracy Required for Superior Performance
Hilliard, Jimmy E.; Hilliard, Jitka - In: The financial review : the official publication of the … 46 (2011) 4, pp. 595-621
Persistent link: https://www.econbiz.de/10009332984
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Alternative investments - Pricing options on film revenue - This article illustrates two models for cumulative revenues from films, and how these models can be used to price option...
Chance, Don; Hillebrand, Eric; Hilliard, Jimmy - In: Risk : managing risk in the world's financial markets 22 (2009) 5, pp. 80-86
Persistent link: https://www.econbiz.de/10008257105
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A Test of Technical Analysis: Matching Time Displaced Generalized Patterns
Hilliard, Jimmy; Schwartz, Adam; Squire, James - In: Financial management 42 (2013) 2, pp. 291-314
Persistent link: https://www.econbiz.de/10010122791
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Testing Greeks and price changes in the S&P 500 options and futures contract: A regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10010074124
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Bivariate Binomial Options Pricing with Generalized Interest Rate Processes
Hilliard, Jimmy E.; Schwartz, Adam L.; Tucker, Alan L. - In: The journal of financial research : a publ. of the … 19 (1996) 4, pp. 585-602
Persistent link: https://www.econbiz.de/10007319532
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BINOMIAL OPTION PRICING UNDER STOCHASTIC VOLATILITY AND CORRELATED STATE VARIABLES
Hilliard, Jimmy E.; Schwartz, Adam - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 23-40
Persistent link: https://www.econbiz.de/10007323388
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BINOMIAL OPTION PRICING UNDER STOCHASTIC VOLATILITY AND CORRELATED STATE VARIABLES
Hilliard, Jimmy E.; Schwartz, Adam - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10007323553
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Pricing a clas of American and European path dependent securities
Hilliard, Jimmy E.; Kau, James B.; Keenan, Donald C.; … - In: Management science : journal of the Institute for … 41 (1995) 12, pp. 1892-1899
Persistent link: https://www.econbiz.de/10006104132
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Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671
Persistent link: https://www.econbiz.de/10006691645
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Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Hilliard, Jimmy E.; Reis, Jorge - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10006700984