Works matching DE "SALES %26 prices of stock options"

Results: 23

Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements.

Published in:

Accounting Review, 2014, v. 89, n. 5, p. 1579, doi. 10.2308/accr-50758

By:

Barth, Mary E.;
So, Eric C.

Publication type:

Article

Options Trading and the Cost of Equity Capital.

Published in:

Accounting Review, 2013, v. 88, n. 1, p. 261, doi. 10.2308/accr-50275

By:

Naiker, Vic;
Navissi, Farshid;
Truong, Cameron

Publication type:

Article

Uncertain Currency Model and Currency Option Pricing.

Published in:

International Journal of Intelligent Systems, 2015, v. 30, n. 1, p. 40, doi. 10.1002/int.21680

By:

Liu, Yuhan;
Chen, Xiaowei;
Ralescu, Dan A.

Publication type:

Article

Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications.

Published in:

International Journal of Stochastic Analysis, 2017, p. 1, doi. 10.1155/2017/8019498

By:

Merino, Raúl;
Vives, Josep

Publication type:

Article

Factor Models for Option Pricing.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 4, p. 319, doi. 10.1007/s10690-011-9151-7

By:

Carr, Peter;
Madan, Dilip

Publication type:

Article

Pricing Options under Stochastic Interest Rates: A New Approach.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 1, p. 49, doi. 10.1023/A:1010006525552

By:

Kim, Yong-Jin;
Kunitomo, Naoto

Publication type:

Article

Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 1, p. 37, doi. 10.1023/A:1010010626460

By:

Fouque, Jean-Pierre;
Papanicolaou, George;
Sircar, K.

Publication type:

Article

Uncertain stock model with periodic dividends.

Published in:

Fuzzy Optimization & Decision Making, 2013, v. 12, n. 1, p. 111, doi. 10.1007/s10700-012-9141-x

By:

Chen, Xiaowei;
Liu, Yuhan;
Ralescu, Dan

Publication type:

Article

The Only Constant Is Change: Nonconstant Volatility and Implied Volatility Spreads.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 5, p. 2190, doi. 10.1017/S0022109023000182

By:

Campbell, T. Colin;
Gallmeyer, Michael;
Petkevich, Alex

Publication type:

Article

Discounting Restricted Securities.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 1, p. 419, doi. 10.1017/S0022109022000862

By:

Umar, Tarik;
Yimfor, Emmanuel;
Zufarov, Rustam

Publication type:

Article

Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

Published in:

Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 4, p. 1145, doi. 10.1017/S0022109013000410

By:

Bali, Turan G.;
Murray, Scott

Publication type:

Article

DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS.

Published in:

International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 6, p. -1, doi. 10.1142/S0219024917500406

By:

MORENI, NICOLA;
PALLAVICINI, ANDREA

Publication type:

Article

BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM.

Published in:

International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 6, p. -1, doi. 10.1142/S021902491750042X

By:

DENG, PINGJIN;
LI, XIUFANG

Publication type:

Article

On the primal-dual algorithm for callable Bermudan options.

Published in:

Review of Derivatives Research, 2013, v. 16, n. 1, p. 79, doi. 10.1007/s11147-012-9078-9

By:

Mair, Maximilian;
Maruhn, Jan

Publication type:

Article

Evaluation of Call Stock Options in the Kuwait Stock Exchange.

Published in:

Roa Iktissadia Review, 2018, n. 14, p. 155

By:

Bentouir, Naima;
Bendob, Ali;
Benzemra, Mankour

Publication type:

Article

FIXING THE VIX.

Published in:

Journal of Technical Analysis, 2016, n. 69, p. 5

By:

Barnhart, Amber Hestla

Publication type:

Article

Options Trading Costs Are Lower than You Think.

Published in:

Review of Financial Studies, 2020, v. 33, n. 11, p. 4973, doi. 10.1093/rfs/hhaa010

By:

Muravyev, Dmitriy;
Pearson, Neil D

Publication type:

Article

Monotonicity of the Stochastic Discount Factor and Expected Option Returns.

Published in:

Review of Financial Studies, 2015, v. 28, n. 5, p. 1462, doi. 10.1093/rfs/hhv011

By:

Chaudhuri, Ranadeb;
Schroder, Mark

Publication type:

Article

Sold Below Value? Why Takeover Offers Can Have Negative Premiums.

Published in:

Financial Management (Wiley-Blackwell), 2018, v. 47, n. 2, p. 421, doi. 10.1111/fima.12200

By:

Weitzel, Utz;
Kling, Gerhard

Publication type:

Article

DO SCANDALS TRIGGER GOVERNANCE CHANGES? EVIDENCE FROM OPTION BACKDATING.

Published in:

Journal of Financial Research, 2018, v. 41, n. 1, p. 91, doi. 10.1111/jfir.12140

By:

Gupta, Atul;
Misra, Lalatendu;
Shi, Yilun

Publication type:

Article

A COMPARISON OF THE BEHAVIOUR OF MARKET OPTION PRICES IN RELATION TO OPTION PRICES RESULTING FROM THE BLACK-SCHOLES MODEL DURING PERIODS OF A BULL AND BEAR MARKET.

Published in:

Mathematical Economics, 2011, v. 7, n. 14, p. 71

By:

Forlicz, Maria

Publication type:

Article

ANALYSIS OF MARKET VOLATILITY VIA A DYNAMICALLY PURIFIED OPTION PRICE PROCESS.

Published in:

Annals of Financial Economics, 2014, v. 9, n. 3, p. 1, doi. 10.1142/S2010495214500067

By:

CHUONG LUONG;
DOKUCHAEV, NIKOLAI

Publication type:

Article

THE "DELTA" OF THE MARGRABE FORMULA.

Published in:

Annals of Financial Economics, 2014, v. 9, n. 3, p. 1, doi. 10.1142/S2010495214500079

By:

SEBEHELA, TUMELLANO

Publication type:

Article