Options and Risk Measurement
OPTIONS AND FUTURES CONTRACTS IN ELECTRICITY FOR
Options
OPTIONS
Options
Option-Implied Volatility Measures and Stock
option to purchase right of pre-emption (first refusal)
Option Pricing Implications of a Stochastic Jump Rate
Option Pricing - Department of Mathematics, Indian Institute of Science
Option Prices and the Cross Section of Equity Returns
Option Hedging with Smooth Market Impact
Option Derivatives in Electricity Hedging
option
Optimal Option Portfolio Strategies: Deepening the Puzzle of Index
Optimal Hedging when the Underlying Asset Follows a
Optimal Hedge Ratio and Hedge Efficiency
Optimal Delta Hedging for Options
Online Appendix: Payoff Diagrams for Futures and Options
On Fourier cosine expansions and the put
On estimating the risk-neutral and real
