Narrow search
Showing 1 - 10 of 227
Cover Image
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky; Sun, Jia; Whalley, A. Elizabeth - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
Cover Image
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky; Sun, Jia; Whalley, A. Elizabeth - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Cover Image
Optimal accelerated share repurchases
Jaimungal, S.; Kinzebulatov, D.; Rubisov, D. H. - In: Applied mathematical finance 24 (2017) 3/4, pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
Cover Image
Options on non-flexible currencies
Jennergren, Lars Peter; Näslund, Bertil - 1990
Persistent link: https://www.econbiz.de/10000798656
Cover Image
Private information in executives' option trades : evidence from the UK
Kyriacou, Kyriacos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003636067
Cover Image
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard; Simaan, Yusif E.; Wu, Liuren - In: Review of derivatives research 9 (2006) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Cover Image
Executive stock options: exercises and valuation
Klein, Daniel - 2010
Persistent link: https://www.econbiz.de/10008855946
Cover Image
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
Cover Image
Enhanced indexing strategies : utilizing futures and options to achieve higher performance
Yates, Tristan - 2009
Index funds are among the highest performing and most reliable investments available in the marketplace. Over the past several years, literally hundreds of index-related products have been introduced to the marketplace, most designed to provide investors with the capability to mix and match...
Persistent link: https://www.econbiz.de/10003692830
Cover Image
Vulnerable American options
Klein, Peter; Yang, Jun - In: Managerial finance 36 (2010) 5, pp. 414-430
Persistent link: https://www.econbiz.de/10003987906