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Tests of an American option pricing model on the foreign currency options market

Bodurtha, James N. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 153-167

Persistent link: https://www.econbiz.de/10001025736

Une synthèse des modèles d'évaluation d'options sur obligations

Courtadon, Georges Robert - In: Finance : revue de l'Association Française de Finance 6 (1985) 2, pp. 161-186

Persistent link: https://www.econbiz.de/10001022651

Options on the spot and options on futures

Brenner, Menachem - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1303-1317

Persistent link: https://www.econbiz.de/10001007044

Options on stock indices and options on futures

Brenner, Menachem - In: Journal of banking & finance 13 (1989) 4, pp. 773-782

Persistent link: https://www.econbiz.de/10001075339

Consistent Pricing of Options on ETFs and Options on Inverse ETFs

Courtadon, Georges - 2018

Given the growth of the inverse ETF markets, exchanges have begun to trade options on inverse ETFs, similar to the trading of options on regular ETFs. Since both regular and inverse ETFs on the same index trade the same underlying risk, the pricing of options on regular ETFs and the pricing of...

Persistent link: https://www.econbiz.de/10012919547