The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze von Hilliard, Jimmy E., Hilliard, Jitka

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An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects von E Hilliard, Jimmy, Hilliard, Jitka, Ni, Yinan

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A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts von Hilliard, Jimmy E., Hilliard, Jitka

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Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities von Hilliard, Jimmy E., Hilliard, Jitka, Ni, Yinan

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Bitcoin: jumps, convenience yields, and option prices von Hilliard, Jimmy E., Ngo, Julie T. D.

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Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions von Hilliard, Jimmy E., Hilliard, Jitka, Ngo, Julie T.D.

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The impact of soft intervention on the Chinese financial futures market von Hilliard, Jimmy E., Zhang, Haoran

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Option pricing under short-lived arbitrage: theory and tests von Hilliard, Jimmy E., Hilliard, Jitka

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Rebalancing versus buy and hold: theory, simulation and empirical analysis von Hilliard, Jimmy E., Hilliard, Jitka

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Regulatory Soft Interventions in the Chinese Market: Compliance Effects and Impact on Option Market Efficiency von Hilliard, Jimmy E., Zhang, Haoran

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Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities von Hilliard, Jimmy E.

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Cointegration between the Black Sea and Kansas City Wheat Futures: The impact of Russian invasion of Ukraine von Hilliard, Jimmy E., Hilliard, Jitka, Wu, Yufei

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Using Multivariate Densities to Assign Lattice Probabilities When There Are Jumps von Hilliard, Jimmy E., Hilliard, Jitka

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Estimating Early Exercise Premiums on Gold and Copper Options Using a Multifactor Model and Density Matched Lattices von Hilliard, Jimmy E., Hilliard, Jitka

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A Comparison of Rebalanced and Buy and Hold Portfolios: Does Monetary Policy Matter? von Hilliard, Jimmy E., Hilliard, Jitka

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Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach von Hilliard, Jimmy E., Schwartz, Adam

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A Test of Technical Analysis: Matching Time Displaced Generalized Patterns von Hilliard, Jimmy, Schwartz, Adam, Squire, James

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Timing versus Buy and Hold: A Model for Determining Predictive Accuracy Required for Superior Performance von Hilliard, Jimmy E., Hilliard, Jitka

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Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue von Chance, Don M, Hillebrand, Eric, Hilliard, Jimmy E

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Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators von Hilliard, Jimmy E., Hilliard, Jitka

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