An algebra for evaluating hedge portfolios-Reference-Cited by-同舟云学术

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An algebra for evaluating hedge portfolios

Published:1976-10 Issue:4 Volume:3 Page:403-427
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Garman Mark B.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference14 articles.

1. The lognormal distribution;Aitchison,1957

2. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975

3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

4. The pricing of options for jump processes;Cox,1975

5. Tests of efficiency of the Chicago Board Options Exchange (CBOE) — The ‘general form’ tests;Galai,1975

Cited by 34 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Designing a Combinatorial Financial Options Market;Proceedings of the 22nd ACM Conference on Economics and Computation;2021-07-18

2. Modeling sequential R&D investments: a binomial compound option approach;Business Research;2014-12-11

3. Arbitrage violations and implied valuations: the option market;The European Journal of Finance;2013-04

4. Option Bounds and Second Order Arbitrage Opportunities;SSRN Electronic Journal;2009

5. Bounds and prices of currency cross-rate options;Journal of Banking & Finance;2008-05

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