On the modelling of option prices

ISSN： 1469-7688

Source： Quantitative Finance, Vol.1, Iss.5, 2001-05, pp. : 481-481

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A model of stock option prices

By Yang Zhongjin

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. : 288-297

Inderscience Publishers

Access to resources Recommend Favorite

Option prices as predictors of stock prices: intraday adjustments to information releases

By Varson P. L. Selby M. J. P.

The European Journal of Finance, Vol. 3, Iss. 1, 1997-03 ,pp. : 49-72

Routledge Ltd

Access to resources Recommend Favorite

On the Information in the Interest Rate Term Structure and Option Prices

By de Jong Frank Driessen Joost Pelsser Antoon

Review of Derivatives Research, Vol. 7, Iss. 2, 2004-08 ,pp. : 99-127

Springer Publishing Company

Access to resources Recommend Favorite

Option Prices Under Generalized Pricing Kernels

By Düring Bertram Lüders Erik

Review of Derivatives Research, Vol. 8, Iss. 2, 2005-08 ,pp. : 97-123

Springer Publishing Company

Access to resources Recommend Favorite

Impact of Divergent Consumer Confidence on Option Prices

By Huang James

Review of Derivatives Research, Vol. 6, Iss. 3, 2003-01 ,pp. : 165-177

Springer Publishing Company

Access to resources Recommend Favorite