A generalization of Rubinstein's “Pay now, choose later”-Reference-Cited by-同舟云学术

A generalization of Rubinstein's “Pay now, choose later”

Published:2008 Issue:5 Volume:28 Page:488-515
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Guo Jia-Hau,Hung Mao-Wei

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference19 articles.

1. & (2003). Risk-neutral kurtosis, jumps, and option pricing: Evidence from 100 most actively traded firms on the CBOE, EFA 2003 Annual Conference Paper No. 953.

2. (1996). Jumps and stochastic volatility: exchange rate processes implicit in PHLX deutsche mark options Review of Financial Studies, 9, 69–107.

3. Post-'87 crash fears in the S&P 500 futures option market

4. The Pricing of Options and Corporate Liabilities

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