Liquidity risk and the hedging role of options
Article Abstract:
Hedging methods, which are used to examine the effect of liquidity risk on option pricing, are presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
China, Usage, Hedging (Finance), Liquidity (Finance)
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Option pricing for the transformed-binomial class
Article Abstract:
Multivariate binomial models, which examine volatility of option pricing, are proposed.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
United States, Taiwan, Models, Binomial theorem
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Black-Scholes-Merton revisited under stochastic dividend yields
Article Abstract:
The impact of dividend yield volatility on options pricing is examined.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
Israel, Influence, Return on investment, Rate of return
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Subjects list: Analysis, Prices and rates, Forecasts and trends, Options (Finance), Market trend/market analysis, Company pricing policy
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