SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Option Spread and Combination Trading
6 references·0 citing·22 second hop
Option Spread and Combination Trading (2003)Option Spread and Combination TradingFutures, Options, and Swaps (1994)Futures, Options, and SwapsFutures and Options: Theory and Applications (1992)Futures and Options: Theory a…The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies (1989)The Box Spread Arbitrage Cond…Option volatility and pricing strategies : advanced trading techniques for professionals (1988)Option volatility and pricing…Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…The pricing of commodity contracts (1976)The pricing of commodity cont…Theory of Rational Option Pricing (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Efficiency Tests of the French Index (CAC 40) Options Market (2001)Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies (2003)Theory of rational option pricing (2005)Does information drive trading in option strategies? (2010)The Pricing of Options and Corporate Liabilities (1973)The Crash of ʼ87: Was It Expected? The Evidence from Options Markets (1991)Real Options and Interactions with Financial Flexibility (1993)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Judging the Risk of Financial Instruments: Problems and Potential Remedies (2005)Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches (2006)On the dynamic links between commodities and Islamic equity (2016)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Trade Size and Information-Motivated Trading in the Options and Stock Markets (2001)Time-varying risk premiums in petroleum futures prices (2002)Hedging index exchange traded funds (2007)Stock index futures markets: stochastic volatility models and smiles (2000)Frame Dependence: The Second Theme (2002)A Dynamic Model for Hard-to-Borrow Stocks (2009)
this work references cited by second hop

References

  • 1976The pricing of commodity contracts2,859 cited
  • 1987Efficient Analytic Approximation of American Option Values1,128 cited
  • 1994Futures, Options, and Swaps213 cited
  • 1992Futures and Options: Theory and Applications85 cited
  • 1989The Box Spread Arbitrage Conditions: Theory, Tests, and Investment Strategies55 cited
  • 1988Option volatility and pricing strategies : advanced trading techniques for professionals47 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work