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Option volatility and pricing strategies : advanced trading techniques for professionals
0 references·5 citing·15 second hop
Option volatility and pricing strategies : advanced trading techniques for professionals (1988)Option volatility and pricing strategies …A Dynamic Model for Hard-to-Borrow Stocks (2009)A Dynamic Model for Hard-to-B…Option Spread and Combination Trading (2003)Option Spread and Combination…Frame Dependence: The Second Theme (2002)Frame Dependence: The Second …“Get‐Evenitis”: Riding Losers Too Long (2002)“Get‐Evenitis”: Riding Losers…Stock index futures markets: stochastic volatility models and smiles (2000)Stock index futures markets: …Constraints on short-selling and asset price adjustment to private information (1987)Securities lending, shorting, and pricing (2002)Short-sale constraints and stock returns (2002)Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Alternative asset-price dynamics and volatility smile (2003)Complete–market models of stochastic volatility (2004)On the complete model with stochastic volatility by Hobson and Rogers (2004)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect Theory: An Analysis of Decision under Risk (1979)The pricing of commodity contracts (1976)Efficient Analytic Approximation of American Option Values (1987)Futures, Options, and Swaps (1994)
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  • 2000Stock index futures markets: stochastic volatility models and smiles43 cited
  • 2003Option Spread and Combination Trading36 cited
  • 2009A Dynamic Model for Hard-to-Borrow Stocks33 cited
  • 2002Frame Dependence: The Second Theme0 cited
  • 2002“Get‐Evenitis”: Riding Losers Too Long0 cited

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