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Margin Calculation of Multi-Le...
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63
Finance research letters
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International review of financial analysis
56
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49
Journal of financial economics
44
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ECONIS (ZBW)
4,055
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1
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
Saved in:
2
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
3
Price discovery in near- and away-from-the-money option markets
Rourke, Thomas
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 25-48
Persistent link: https://www.econbiz.de/10009717669
Saved in:
4
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
5
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
6
Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun
;
Christie-David, Rohan
;
Miao, Hong
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
Saved in:
7
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
8
Price Discovery Through Options
Malamud, Semyon
-
2014
a novel object, the second
derivative
of the signal-to-noise ratio, whose sign determines whether particular shapes of …
Persistent link: https://www.econbiz.de/10013046035
Saved in:
9
The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Mansabdar, Sanjay
;
Yaganti, Hussain C.
;
Basu, Sankarshan
- In:
Journal of Indian business research
14
(
2022
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10013288116
Saved in:
10
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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