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A Proposal for Indexes for Traded Call Options · Study

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ArticleA Proposal for Indexes for Traded Call Options

Dan Galai1979

Article1979

A Proposal for Indexes for Traded Call Options

36 citations·0/0 files stored·The Journal of Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1974The effects of dividend yield and dividend policy on common stock prices and returns 1966Some New Stock-Market Indexes 1972Components of Investment Performance 1972COMPONENTS OF INVESTMENT PERFORMANCE*2003Capital Markets: Theory and Evidence

Cited by

2015Trading and Investing in Volatility Products 2021Seasonal volatility in agricultural markets: modelling and empirical investigations 2016Diversification with volatility products 2012Understanding ETNs on VIX Futures 2012Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices 1986The hedging performance of the CD futures market

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Year1979

Typearticle

Published1979-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations36

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1111/j.1540-6261.1979.tb00062.x

openalex_workW2084818622

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