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The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 30 / Issue 3 / September 1995
- Published online by Cambridge University Press:
- 06 April 2009, pp. 329-346
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- September 1995
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An Empirical Examination of the Pricing of American Put Options
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 23 / Issue 1 / March 1988
- Published online by Cambridge University Press:
- 06 April 2009, pp. 13-22
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- March 1988
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A Put Option Paradox
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 23 / Issue 1 / March 1988
- Published online by Cambridge University Press:
- 06 April 2009, pp. 23-26
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- March 1988
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Options on the Maximum or the Minimum of Several Assets
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 22 / Issue 3 / September 1987
- Published online by Cambridge University Press:
- 06 April 2009, pp. 277-283
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- September 1987
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Option Pricing when the Variance Is Changing
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 22 / Issue 2 / June 1987
- Published online by Cambridge University Press:
- 06 April 2009, pp. 143-151
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- June 1987
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