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There are 3617 results for: content related to: Stock Options as Lotteries

  1. Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 360–388, Youngsoo Choi and SoonChan Ok

    Version of Record online : 10 MAY 2011, DOI: 10.1002/fut.20522

  2. Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

    Journal of Futures Markets

    Volume 33, Issue 1, January 2013, Pages: 55–76, Owain ap Gwilym and Thanos Verousis

    Version of Record online : 7 FEB 2012, DOI: 10.1002/fut.21547

  3. Pricing and hedging American fixed-income derivatives with implied volatility structures in the two-factor Heath–Jarrow–Morton model

    Journal of Futures Markets

    Volume 22, Issue 9, September 2002, Pages: 839–875, Samuel Yau Man Zeto

    Version of Record online : 10 JUL 2002, DOI: 10.1002/fut.10031

  4. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

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    Empirical Performance of Alternative Option Pricing Models

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2003–2049, Gurdip Bakshi, Charles Cao and Zhiwu Chen

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02749.x

  6. The relationship between index option moneyness and relative liquidity

    Journal of Futures Markets

    Volume 20, Issue 10, November 2000, Pages: 971–987, Cheri Etling and Thomas W. Miller, Jr.

    Version of Record online : 2 NOV 2000, DOI: 10.1002/1096-9934(200011)20:10<971::AID-FUT5>3.0.CO;2-8

  7. Short-Term Market Risks Implied by Weekly Options

    The Journal of Finance

    Volume 72, Issue 3, June 2017, Pages: 1335–1386, TORBEN G. ANDERSEN, NICOLA FUSARI and VIKTOR TODOROV

    Version of Record online : 13 APR 2017, DOI: 10.1111/jofi.12486

  8. On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior

    Journal of Risk and Insurance

    Volume 83, Issue 4, December 2016, Pages: 979–1006, Christian Knoller, Gunther Kraut and Pascal Schoenmaekers

    Version of Record online : 9 MAR 2015, DOI: 10.1111/jori.12076

  9. The Impact of a Premium-Based Tick Size on Equity Option Liquidity

    Journal of Futures Markets

    Volume 36, Issue 4, April 2016, Pages: 397–417, Thanos Verousis, Owain ap Gwilym and Nikolaos Voukelatos

    Version of Record online : 13 AUG 2015, DOI: 10.1002/fut.21734

  10. Does model fit matter for hedging? Evidence from FTSE 100 options

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 609–638, Carol Alexander and Andreas Kaeck

    Version of Record online : 22 JUN 2011, DOI: 10.1002/fut.20537

  11. Volatility Discovery Across Stock Limit Order Book and Options Markets

    Journal of Futures Markets

    Volume 34, Issue 10, October 2014, Pages: 934–956, Qin Wang

    Version of Record online : 28 JUN 2013, DOI: 10.1002/fut.21628

  12. Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 341–378, HAITAO LI and FENG ZHAO

    Version of Record online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00838.x

  13. A Nonlinear Factor Analysis of S&P 500 Index Option Returns

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2325–2363, CHRISTOPHER S. JONES

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01059.x

  14. Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile?

    The Journal of Finance

    Volume 62, Issue 1, February 2007, Pages: 345–382, ROBERT JARROW, HAITAO LI and FENG ZHAO

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2007.01209.x

  15. Price and Volume Effects of Exchange-Traded Barrier Options: Evidence from Callable Bull/Bear Contracts

    Journal of Futures Markets

    Volume 35, Issue 11, November 2015, Pages: 1042–1066, Adrian C. H. Lei

    Version of Record online : 18 AUG 2014, DOI: 10.1002/fut.21689

  16. Implied deterministic volatility functions: An empirical test for Euribor options

    Journal of Futures Markets

    Volume 29, Issue 4, April 2009, Pages: 319–347, I-Doun Kuo and Kai-Li Wang

    Version of Record online : 23 JAN 2009, DOI: 10.1002/fut.20363

  17. On the Importance of the Traders’ Rules for Pricing Options: Evidence From Intraday Data

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 873–894, Sol Kim and Changjun Lee

    Version of Record online : 8 JAN 2015, DOI: 10.1111/ajfs.12075

  18. The performance of traders' rules in options market

    Journal of Futures Markets

    Volume 29, Issue 11, November 2009, Pages: 999–1020, Sol Kim

    Version of Record online : 21 JUL 2009, DOI: 10.1002/fut.20403

  19. Volatility Implied by Option Prices: The Case of Takeover Bids

    Journal of Business Finance & Accounting

    Volume 27, Issue 5-6, June 2000, Pages: 679–710, Daniella Acker and Cliff Attfield

    Version of Record online : 4 MAR 2003, DOI: 10.1111/1468-5957.00330

  20. Fitting and testing for the implied volatility curve using parametric models

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1171–1191, Chuang-Chang Chang, Pin-Huang Chou and Tzu-Hsiang Liao

    Version of Record online : 16 SEP 2011, DOI: 10.1002/fut.20549