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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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Liquidity and arbitrage in options markets : a survival analysis approach
Deville, Laurent; Riva, Fabrice - In: Review of finance : journal of the European Finance … 11 (2007) 3, pp. 497-525
Persistent link: https://www.econbiz.de/10003714252
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Investor sentiment and option prices
Han, Bing - In: The review of financial studies 21 (2008) 1, pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
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The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008
Persistent link: https://www.econbiz.de/10003779564
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The trade-off between liquidity and precision of position in option contracts
Koch, Alexander K.; Lazarov, Zdravetz N. - In: Review of applied economics 3 (2007) 1/2, pp. 25-48
Persistent link: https://www.econbiz.de/10003780042
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The index trading course
Fontanills, George A.; Gentile, Tom - 2006
Persistent link: https://www.econbiz.de/10003283385
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - 2008
Persistent link: https://www.econbiz.de/10003791478
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Higher order Greeks
Ederington, Louis H.; Guan, Wei - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
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Does information drive trading in option strategies?
Fahlenbrach, Rüdiger; Sandås, Patrik - In: Journal of banking & finance 34 (2010) 10, pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
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Equity and index options explained
Beagles, W. A. - 2009
Persistent link: https://www.econbiz.de/10008908720