search query: @indexterm OPTION PRICES / total: 70
references: 11-20 / 70
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11.
The finite moment log stable process and option pricing
Journal of Finance
2003 : APR, VOl. 58:2. p. 753-777
 2003 Carr, P.
Wu, L.
12.
The cost of employee stock option grants: an empirical analysis
Journal of Accounting Research
2002 : SEP, VOL. 40:4, p. 1191-1217
 2002 Marquardt, C.A.
13.
A jump-diffusion model for option pricing
Management Science
2002 : AUG, VOL. 48:8, p. 1086-1101
 2002 Kou, S.G.
14.
Der Optionscharakter von Bezugsrechten
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
2002 : AUG, VOL. 54:5, p. 460-477
 2002 Roder, K.
Dorfleitner, G.
15.
Option pricing in a multi-asset, complete market economy
Journal of Financial and Quantitative Analysis
2002 : DEC, VOL. 37:4, p. 649-666
 2002 Chen, R-R.
Chung, S-L.
Yang, T.T.
16.
Implied Standard Deviations and Post-earnings Announcement Volatility
Journal of Business Finance and Accounting
2002 : VOL. 29:3-4, p. 429-456
 2002 Acker, D.
17.
Pure jump Levy processes for asset price modelling
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1297-1316
 2002 Geman, H.
18.
Bayesian option pricing using asymmetric GARCH models
Journal of Empirical Finance
2002 : AUG, VOL. 9:3, p. 321-342
 2002 Bauwens, L.
Lubrano, M.
19.
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
Management Science
2002 : MAY, VOL. 48:5, p. 665-678
 2002 Gotoh, J.-y.
Konno, H.
20.
Unternehmensbewertung und Optionspreistheorie
Betriebswirtschaft
2002 : MAR-APR, VOL. 62:2, p. 184-201
 2002 Ballwieser, W.
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