1. A bootstrap-based comparison of portfolio insurance strategies. Issue 1 (2nd January 2017) Authors: Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin Journal: European journal of finance Issue: Volume 23:Issue 1(2017) Page Start: 31 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Empirical patterns of time value decay in options. Issue 4 (20th November 2017) Authors: McKeon, Ryan Journal: China finance review international Issue: Volume 7:Issue 4(2017) Page Start: 429 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Empirical patterns of time value decay in options. Issue 4 (22nd September 2017) Authors: McKeon, Ryan Journal: China finance review international Issue: Volume 7:Issue 4(2017) Page Start: 429 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Hedging cryptos with Bitcoin futures. Issue 5 (4th May 2023) Authors: Liu, Francis; Packham, Natalie; Lu, Meng-Jou; Härdle, Wolfgang Karl Journal: Quantitative finance Issue: Volume 23:Issue 5(2023) Page Start: 819 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option. Issue 2 (15th May 2017) Authors: Pan, Hong Yu Xin; Song, Jun Journal: China finance review international Issue: Volume 7:Issue 2(2017) Page Start: 203 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗