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Testing and mapping an empirical exercise boundary for the American put option

Pimbley, Joseph M. - In: The journal of derivatives : JOD 29 (2021) 1, pp. 139-147

Persistent link: https://www.econbiz.de/10012612947

Valuation of callable/putable corporate bonds in a one-factor lognormal interest-rate model

Goldberg, Robert S.; Ronn, Ehud I.; Xu, Liying - In: The journal of fixed income : JFI 31 (2021) 1, pp. 80-95

Persistent link: https://www.econbiz.de/10012613114

Warren Buffett versus Zvi Bodie : should you buy or sell put options?

Koekebakker, Steen; Zakamulin, Valeriy - In: The journal of wealth management : JWM 24 (2021) 2, pp. 65-81

Persistent link: https://www.econbiz.de/10012613516

Price risk management by using dynamic hedging based on advanced Black-Scholes model

Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10012602709

The informational content of high-frequency option prices

Amaya, Diego; Bégin, Jean-François; Gauthier, Geneviève - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2166-2201

Persistent link: https://www.econbiz.de/10013267926

Measuring gambling activity in options market

Bei Chen; Quan Gan - In: Review of behavioral finance : RBF 14 (2022) 3, pp. 345-378

Persistent link: https://www.econbiz.de/10013286632

Returns to option strategies following class action lawsuits

Diavatopoulos, Dean; Fodor, Andy; Krieger, Kevin - In: The journal of investing : JOI 29 (2019) 1, pp. 119-131

Persistent link: https://www.econbiz.de/10013177290

Exponentially fitted block backward differentiation formulas for pricing options

Jator, S. N.; Sahi, R. K.; Akinyemi, M. I.; Nyonna, D. - In: Cogent economics & finance 9 (2021) 1, pp. 1-18

of options on a non-dividend-paying stock. Specific EFBBDFs of order 2 and 4 are applied to solve the PDE after reducing … options, we elect to focus on the put due to its optimality. …

Persistent link: https://www.econbiz.de/10013183775

Variation in option implied volatility spread and future stock returns

DeLisle, R. Jared; Diavatopoulos, Dean; Fodor, Andy; … - In: The quarterly review of economics and finance : journal … 83 (2022), pp. 152-160

Persistent link: https://www.econbiz.de/10013258547

The determinants of open interest in option markets

Harris, Jeffrey H.; Shafer, Michael T. - In: The financial review : the official publication of the … 57 (2022) 2, pp. 295-318

Persistent link: https://www.econbiz.de/10013189511

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