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The Australian options market : alternative strategies
Hathaway, Neville J.; Payne, Adrian F.; Rickard, JohnA. - 1982
Persistent link: https://www.econbiz.de/10003572754
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Inside the commodity option markets
Labuszewski, John; Sinquefield, Jeanne C. - 1985
Persistent link: https://www.econbiz.de/10000691518
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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Empirical performance of affine option pricing models : evidence from the Australian index options market
Sharp, Timothy; Li, Steven; Allen, David E. - In: Applied financial economics 20 (2010) 4/6, pp. 501-514
This article investigates the performance of affine option pricing models in the context of the Australian Standard & Poor's (S&P)/Australian Stock Exchange (ASX) 200 index option market. This investigation is done through the implicit estimation of the risk neutral parameters of affine option...
Persistent link: https://www.econbiz.de/10003963448
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Rational early exercise of call options : Australian evidence
Phang, Grace; Brown, Rob - In: Accounting and finance : journal of the Accounting … 51 (2011) 3, pp. 732-744
Persistent link: https://www.econbiz.de/10009304047
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A two factor model for water prices and its implications for evaluating real options and other water price derivatives
Truong, Chi H. - In: Canadian journal of agricultural economics : CJAE 62 (2014) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10010496472
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Asian and Australian options : a common perspective
Ewald, Christian-Oliver; Menkens, Olaf; Ting, Sai Hung … - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
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Options : Theory and Practice
Henin, Claude G.; Ryan, Peter; Ryan, Peter J. - 1977
Persistent link: https://www.econbiz.de/10000674390
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Options, futures, and other derivative securities
Hull, John - 1989
Persistent link: https://www.econbiz.de/10000083643
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801