FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2108640061> ?p ?o ?g. }

• W2108640061 endingPage "318" @default.
• W2108640061 startingPage "277" @default.
• W2108640061 abstract "Do long-term and short-term options contain differential information? If so, can long-term options better differentiate among alternative models? To answer these questions, we first demonstrate analytically that differences among alternative models usually may not surface when applied to short-term options, but do so when applied to long-term contracts. Using S&P 500 options and LEAPS, we find that short- and long-term contracts indeed contain different information. While the data suggest little gains from modeling stochastic interest rates or random jumps (beyond stochastic volatility) for pricing LEAPS, incorporating stochastic interest rates can nonetheless enhance hedging performance in certain cases involving long-term contracts." @default.
• W2108640061 created "2016-06-24" @default.
• W2108640061 creator A5042543988 @default.
• W2108640061 creator A5067378317 @default.
• W2108640061 creator A5088202627 @default.
• W2108640061 date "2000-01-01" @default.
• W2108640061 modified "2023-10-17" @default.
• W2108640061 title "Pricing and hedging long-term options" @default.
• W2108640061 cites W1538160166 @default.
• W2108640061 cites W1966119267 @default.
• W2108640061 cites W1974036667 @default.
• W2108640061 cites W1975750906 @default.
• W2108640061 cites W1983618156 @default.
• W2108640061 cites W1985500221 @default.
• W2108640061 cites W1995207883 @default.
• W2108640061 cites W2005424182 @default.
• W2108640061 cites W2017297397 @default.
• W2108640061 cites W2034241492 @default.
• W2108640061 cites W2064978316 @default.
• W2108640061 cites W2065194732 @default.
• W2108640061 cites W2077791698 @default.
• W2108640061 cites W2094206697 @default.
• W2108640061 cites W2106271302 @default.
• W2108640061 cites W2118967918 @default.
• W2108640061 cites W2128913931 @default.
• W2108640061 cites W2139395482 @default.
• W2108640061 cites W2151065060 @default.
• W2108640061 cites W2153705010 @default.
• W2108640061 cites W2157858527 @default.
• W2108640061 cites W2158488639 @default.
• W2108640061 cites W2179356764 @default.
• W2108640061 cites W3021444882 @default.
• W2108640061 cites W3121174621 @default.
• W2108640061 cites W3122587820 @default.
• W2108640061 cites W3124181023 @default.
• W2108640061 cites W3124475197 @default.
• W2108640061 cites W3124960685 @default.
• W2108640061 cites W3125564965 @default.
• W2108640061 cites W4211017814 @default.
• W2108640061 cites W4231057775 @default.
• W2108640061 cites W4232670912 @default.
• W2108640061 cites W4236751433 @default.
• W2108640061 cites W4289256118 @default.
• W2108640061 cites W982383590 @default.
• W2108640061 doi "https://doi.org/10.1016/s0304-4076(99)00023-8" @default.
• W2108640061 hasPublicationYear "2000" @default.
• W2108640061 type Work @default.
• W2108640061 sameAs 2108640061 @default.
• W2108640061 citedByCount "215" @default.
• W2108640061 countsByYear W21086400612012 @default.
• W2108640061 countsByYear W21086400612013 @default.
• W2108640061 countsByYear W21086400612014 @default.
• W2108640061 countsByYear W21086400612015 @default.
• W2108640061 countsByYear W21086400612016 @default.
• W2108640061 countsByYear W21086400612017 @default.
• W2108640061 countsByYear W21086400612018 @default.
• W2108640061 countsByYear W21086400612019 @default.
• W2108640061 countsByYear W21086400612020 @default.
• W2108640061 countsByYear W21086400612021 @default.
• W2108640061 countsByYear W21086400612022 @default.
• W2108640061 countsByYear W21086400612023 @default.
• W2108640061 crossrefType "journal-article" @default.
• W2108640061 hasAuthorship W2108640061A5042543988 @default.
• W2108640061 hasAuthorship W2108640061A5067378317 @default.
• W2108640061 hasAuthorship W2108640061A5088202627 @default.
• W2108640061 hasConcept C106159729 @default.
• W2108640061 hasConcept C121332964 @default.
• W2108640061 hasConcept C149782125 @default.
• W2108640061 hasConcept C162118730 @default.
• W2108640061 hasConcept C162324750 @default.
• W2108640061 hasConcept C163128081 @default.
• W2108640061 hasConcept C2777705401 @default.
• W2108640061 hasConcept C61797465 @default.
• W2108640061 hasConcept C62520636 @default.
• W2108640061 hasConcept C91602232 @default.
• W2108640061 hasConceptScore W2108640061C106159729 @default.
• W2108640061 hasConceptScore W2108640061C121332964 @default.
• W2108640061 hasConceptScore W2108640061C149782125 @default.
• W2108640061 hasConceptScore W2108640061C162118730 @default.
• W2108640061 hasConceptScore W2108640061C162324750 @default.
• W2108640061 hasConceptScore W2108640061C163128081 @default.
• W2108640061 hasConceptScore W2108640061C2777705401 @default.
• W2108640061 hasConceptScore W2108640061C61797465 @default.
• W2108640061 hasConceptScore W2108640061C62520636 @default.
• W2108640061 hasConceptScore W2108640061C91602232 @default.
• W2108640061 hasIssue "1-2" @default.
• W2108640061 hasLocation W21086400611 @default.
• W2108640061 hasOpenAccess W2108640061 @default.
• W2108640061 hasPrimaryLocation W21086400611 @default.
• W2108640061 hasRelatedWork W1582404638 @default.
• W2108640061 hasRelatedWork W2015057681 @default.
• W2108640061 hasRelatedWork W2025017477 @default.
• W2108640061 hasRelatedWork W2031474801 @default.
• W2108640061 hasRelatedWork W2613826222 @default.
• W2108640061 hasRelatedWork W2792114701 @default.
• W2108640061 hasRelatedWork W2895916011 @default.
• W2108640061 hasRelatedWork W2983437053 @default.
• W2108640061 hasRelatedWork W3125784162 @default.

• next