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Option pricing theory
17
Optionspreistheorie
17
Theorie
12
Theory
12
Hedging
8
USA
8
United States
8
Vereinigte Staaten
8
Portfolio selection
7
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Börsenkurs
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Option trading
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Estimation
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37
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37
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Undetermined
85
English
57
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Hilliard, Jimmy E.
106
Hilliard, Jitka
43
Schwartz, Adam
17
Barksdale, Hiram C.
8
Jahera, John S.
8
Tucker, Alan L.
8
Barth, James R.
7
Kau, James B.
7
Zhang, Haoran
7
Doffou, Ako
6
Jordan, Susan D.
5
Savickas, Robert
5
Chance, Don M.
4
Danielsen, Albert L.
4
Hillebrand, Eric
4
Huang, Pinghsun
4
Reis, Jorge
4
Arnold, Tom
3
Bertus, Mark
3
Godbey, Jonathan
3
Hilliard, Jimmy
3
Hilliard, Jimmy E
3
Jimmy E. Hilliard
3
Keenan, Donald C.
3
Leitch, Robert A.
3
Ji-Chai Lin
2
Jimmy Hilliard
2
Li, Wei
2
Madura, Jeff
2
Narayanasamy, Arun
2
Ni, Yinan
2
Schwartz, Adam L.
2
Slawson, V. Carlos
2
Squire, James
2
Sun, Yanfei
2
Xu, Junhui
2
Zhang, Shen
2
Adhikari, Binay K.
1
Adhikari, Binay Kumar
1
Ahlund, Mikael C.
1
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Journal of financial and quantitative analysis : JFQA
9
Journal of Financial and Quantitative Analysis
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
Journal of Financial Research
5
The financial review : the official publication of the Eastern Finance Association
5
Journal of Futures Markets
4
International Journal of Financial Markets and Derivatives
3
International journal of financial markets and derivatives
3
Management Science
3
Quantitative Finance
3
Quantitative finance
3
Review of quantitative finance and accounting
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
American journal of agricultural economics
2
Financial management
2
International review of financial analysis
2
Journal of banking & finance
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Resources and Energy
2
Resources and energy : a journal devoted to interdisciplinary studies in the allocation of natural resources
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
American Journal of Agricultural Economics
1
Decision sciences : DS
1
Financial Management
1
Financial Review
1
Global Finance Journal
1
Global finance journal
1
Housing finance review
1
International Review of Finance
1
International Review of Financial Analysis
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
Journal of Banking & Finance
1
Journal of Business Research
1
Journal of Consumer Affairs
1
Journal of financial management, markets and institutions
1
Pacific-Basin Finance Journal
1
Pacific-Basin finance journal
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ECONIS (ZBW)
79
RePEc
37
OLC EcoSci
16
BASE
6
Other ZBW resources
4
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1
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1
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:
2
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:
3
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:
4
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:
5
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
6
Using the short-lived arbitrage model to compute minimum variance hedge ratios : application to indices, stocks and commodities
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10012424638
Saved in:
7
Rebalancing versus buy and hold : theory, simulation and empirical analysis
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011979088
Saved in:
8
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
9
The GameStop short squeeze : put-call parity and the effect of frictions before, during and after the squeeze
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 635-661
Persistent link: https://www.econbiz.de/10014293176
Saved in:
10
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
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