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Option pricing theory
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Hilliard, Jimmy E.
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7
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6
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Arnold, Tom
3
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Jimmy E. Hilliard
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Journal of financial and quantitative analysis : JFQA
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Journal of Financial and Quantitative Analysis
8
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Journal of Financial Research
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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Risk : managing risk in the world's financial markets
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Southern economic journal
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ECONIS (ZBW)
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BASE
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Other ZBW resources
2
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1
Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
Saved in:
2
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark
;
Godbey, Jonathan
;
Hilliard, Jimmy E.
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
Saved in:
3
Short-maturity options and jump memory
Arnold, Tom
;
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
The journal of financial research
30
(
2007
)
3
,
pp. 437-454
Persistent link: https://www.econbiz.de/10003537005
Saved in:
4
A comparison of rebalanced and buy and hold portfolios : does monetary policy matter?
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011286048
Saved in:
5
Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10011348412
Saved in:
6
Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
Saved in:
7
The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships
Adhikari, Binay Kumar
;
Hilliard, Jimmy E.
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 222-240
Persistent link: https://www.econbiz.de/10010406927
Saved in:
8
Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The financial review : the official publication of the …
50
(
2015
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10010503982
Saved in:
9
Timing versus buy and hold : a model for determining predictive accuracy required for superior performance
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The financial review : the official publication of the …
46
(
2011
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10009384055
Saved in:
10
Pricing an option on revenue from an innovation: an application to movie box office revenue
Chance, Don M.
;
Hillebrand, Eric
;
Hilliard, Jimmy E.
- In:
Management science : journal of the Institute for …
54
(
2008
)
5
,
pp. 1015-1028
Persistent link: https://www.econbiz.de/10003735586
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