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An empirical examination of the exercise pattern at the Swedish equity options market
Engström, Malin - In: Essays on equity options, (pp. 13-39). 2001
Persistent link: https://www.econbiz.de/10001755338
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Rational call option exercise on the Swedish market
Engström, Malin - In: Essays on equity options, (pp. 97-125). 2001
Persistent link: https://www.econbiz.de/10001755352
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Hedging of American equity options : do call and put prices always move in the direction as predicted by the movement in the underlying stock price?
Nordén, Lars - In: Journal of multinational financial management 11 (2001) 4/5, pp. 321-340
Persistent link: https://www.econbiz.de/10001612556
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Asymmetric option price distribution and bid-ask quotes : consequences for implied volatility smiles
Nordén, Lars - In: Journal of multinational financial management 13 (2003) 4/5, pp. 423-441
Persistent link: https://www.econbiz.de/10001782073
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Option happiness and liquidity : is the dynamics of the volatility smirk affected by relative option liquidity?
Nordén, Lars; Xu, Caihong - In: The journal of futures markets 32 (2012) 1, pp. 47-74
Persistent link: https://www.econbiz.de/10010218059
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Information flows and option bid/ask spreads
Berchtold, Frederik; Nordén, Lars - In: The journal of futures markets 25 (2005) 12, pp. 1147-1172
Persistent link: https://www.econbiz.de/10003244359