Option prices and stock market momentum: evidence from China (Q5026531): Difference between revisions

@@ Property / author @@
+Jian-ping Li
@@ Property / author: Jian-ping Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2018.1444461
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@@ Property / OpenAlex ID @@
+W2801064462
@@ Property / OpenAlex ID: W2801064462 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting
+Normal rank
@@ Property / cites work @@
+A new formula for computing implied volatility
@@ Property / cites work: A new formula for computing implied volatility / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q129942425
@@ Property / Wikidata QID: Q129942425 / rank @@
+Normal rank