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An alternative formulation on the pricing of foreign currency options
Chiang, Raymond - In: The journal of futures markets 13 (1993) 8, pp. 903-907
Persistent link: https://www.econbiz.de/10001158682
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A multifactor option pricing model
Okunev, John - In: Advances in futures and options research : a research annual 6 (1993), pp. 67-80
Persistent link: https://www.econbiz.de/10001145852
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Real (adaptation) options and the valuation of equity : some empirical evidence
Ataullah, Ali; Higson, Andrew; Tippett, Mark - In: Abacus : a journal of accounting, finance and business … 42 (2006) 2, pp. 236-265
Persistent link: https://www.econbiz.de/10003537437
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Constructing asset pricing models with specific factor loadings
Davidson, Ian; Guo, Qian; Song, Xiaojing; Tippett, Mark - In: Abacus : a journal of accounting, finance and business … 48 (2012) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10009570430
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Hedging quantitative easing
Melia, Adrian; Song, Xiaojing; Tippett, Mark; Burg, … - In: The European journal of finance 30 (2024) 3, pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
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The effects of the Australian imputation tax system upon the Capital Asset Pricing Model
Okunev, John - 1994
Persistent link: https://www.econbiz.de/10001340249
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Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan; Okunev, John - In: The European journal of finance 28 (2022) 17, pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260