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The valuation of American call...
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Barone-Adesi, Giovanni
171
Whaley, Robert E.
151
Smith, Tom
35
Stoll, Hans R.
25
Fleming, Jeff
22
Audrino, Francesco
15
Bollen, Nicolas P. B.
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Dumas, Bernard
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Mancini, Loriano
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Powell, John G.
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Theal, John
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Delgado, Francisco A.
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Fusari, Nicola
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Gagliardini, Patrick
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Rasmussen, Henrik
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Carcano, Nicola
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The journal of finance : the journal of the American Finance Association
22
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13
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11
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11
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11
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ECONIS (ZBW)
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1
Efficient analytic approximation of American option values
Barone-Adesi, Giovanni
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001047785
Saved in:
2
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
3
The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni
- In:
Journal of financial economics
17
(
1986
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
Saved in:
4
Understanding the VIX
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
3
,
pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
Saved in:
5
Trading volatility : at what cost?
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10010246274
Saved in:
6
On the valuation of American call options on stocks with known dividends
Whaley, Robert E.
- In:
Journal of financial economics
9
(
1981
)
2
,
pp. 207-211
Persistent link: https://www.econbiz.de/10002978696
Saved in:
7
Valuation of American call options on dividend-paying stocks : empirical tests
Whaley, Robert E.
- In:
Journal of financial economics
10
(
1982
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10002978703
Saved in:
8
Return and risk of CBOE buy write monthly index
Whaley, Robert E.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001745231
Saved in:
9
Derivatives
Whaley, Robert E.
-
2003
Persistent link: https://www.econbiz.de/10001832928
Saved in:
10
Valuation of American futures options : theory and empirical tests
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 127-150
Persistent link: https://www.econbiz.de/10001008808
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