Concepedia

Single-stock Options

Single-Stock Option is a financial derivative instrument that belongs to the class of equity options and is specifically differentiated by granting the holder the right, but not the obligation, to buy or sell shares of a single underlying equity security at a predetermined price on or before a specified expiration date.

16

Publications

638

Citations

35

Authors

47

Institutions

Publications per year

2017–2026

1

Variants

Single-stock Option

Parents

Publications

16

On the Relation Between Option and Stock Prices: A Convex Optimization Approach

Dimitris Bertsimas, Ioana Popescu · Operations Research · 2002 · 208 citations

, , +17

Demand-Based Option Pricing

Nicolae Gârleanu, Lasse Heje Pedersen, Allen M. Poteshman · SSRN Electronic Journal · 2005 · 191 citations · Full text

, , +17

The Joint Behavior of Credit Spreads, Stock Options and Equity Returns When Investors Disagree

Andrea Buraschi, Fabio Trojani, Andrea Vedolin · SSRN Electronic Journal · 2008 · 30 citations · Full text

, , +17

Arbitrage-free implied volatility surfaces for options on single stock futures

Antonie Kotzé, Coenraad C.A. Labuschagne, Merell L. Nair et al. · The North American Journal of Economics and Finance · 2013 · 25 citations

, , +14

Single-stock futures: Evidence from the Indian securities market

Umesh Kumar, Yiuman Tse · Global Finance Journal · 2009 · 24 citations

, , +14

1–5 of 16

Authors

35

  1. LH
    Lasse Heje Pedersen

    Copenhagen Business School, Denmark

    2 publications · 203 citations

    2

    h-index

  2. AM
    Allen M. Poteshman

    University of Illinois Urbana-Champaign, United States

    2 publications · 203 citations

    2

    h-index

  3. NG
    Nicolae Gârleanu

    University of California, Berkeley, United States

    2 publications · 203 citations

    2

    h-index

  4. YC
    Yingmei Cheng

    Florida State University, United States

    2 publications · 45 citations

    2

    h-index

  5. JS
    James S. Ang

    Florida State University, United States

    2 publications · 45 citations

    2

    h-index

1–5 of 35

Institutions

47

  1. Centre for Economic Policy Research

    London, United Kingdom

    2 h-index

    3 publications

    412 citations

  2. Florida State University

    Tallahassee, United States

    2 h-index

    4 publications

    90 citations

  3. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    2 publications

    203 citations

  4. University of the Witwatersrand

    Johannesburg, South Africa

    1 h-index

    2 publications

    50 citations

  5. Copenhagen Business School

    Copenhagen, Denmark

    1 h-index

    1 publications

    191 citations

  6. University of Canterbury

    Christchurch, New Zealand

    1 h-index

    1 publications

    13 citations

  7. Greenwich Hospital

    Greenwich, United States

    1 h-index

    1 publications

    191 citations

  8. University of California, Berkeley

    Berkeley, United States

    1 h-index

    1 publications

    191 citations

1–8 of 47

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 256 citations

    4

    h-index

  2. NAMMCO Scientific Publications

    1 publications · 10 citations

    1

    h-index

  3. Review of Financial Studies

    1 publications · 12 citations

    1

    h-index

  4. Global Finance Journal

    GFJ · 1 publications · 24 citations

    1

    h-index

  5. Mathematical Finance

    1 publications · 11 citations

    1

    h-index

1–5