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Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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Intermediate volatility forecasts using implied forward volatility : the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 31 (2006) 3, pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
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The volatility edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff - 2008
Persistent link: https://www.econbiz.de/10003479607
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Generalized analytical upper bounds for American option prices
Chung, San-lin; Chang, Hsieh-chung - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
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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
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Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny; Engelen, Peter-Jan; Thomassen, L.; Van … - In: Finance research letters 4 (2007) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
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Pricing geometric Asian options under the CEV process
Peng, Bin - In: International economic journal 20 (2006) 4, pp. 515-522
Persistent link: https://www.econbiz.de/10003407493
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Dynamic equilibrium with overpriced put options
Isaenko, Sergey - In: Economic notes : economic review of Banca Monte dei … 36 (2007) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003467295
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A note on a barrier exchange option : the world's simplest option formula?
Lindeset, Snorre; Persson, Svein-Arne - In: Finance research letters 3 (2006) 3, pp. 207-211
Persistent link: https://www.econbiz.de/10003374040
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An adjusted binomial model for pricing Asian options
Costabile, Massimo; Massabó, Ivar; Russo, Emilio - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10003374247