search query: @indexterm call options / total: 24
references: 18-24 / 24
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18.
Les lookback options sur devises
Banque
1990 : SEP, 508, p. 844-848
 1990 Desarbres, S.
Delouya, M.
19.
Market serial correlation and the valuation of index options.
Finance
1990 : JUN, VOL. 11:1, p. 29-44
 1990 Berglund, T.
Liljeblom, E.
Hedvall, K.
20.
Stock splits, volatility increases, and implied volatilities
Journal of Finance
1989 : DEC, VOL.44:5, p. 1361-1372
 1989 Sheikh, A.M.
21.
Call-option pricing and the turn of the year.
Journal of Business
1989 : OCT, VOL. 62:4, p. 539-552
 1989 Maloney, K. J.
Rogalski, R. J.
22.
The cost of including a call provision in municipal debt contracts.
Journal of Financial Research
1989 : AUTUMN, VOL. 12:3, p. 203-216
 1989 Spivery, M. F.
23.
On the call provision in corporate zero-coupon bonds.
Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 91-103
 1989 Narayanan, M. P.
Lim, S. P.
24.
Wertgrenzen bei geschützten Kaufoptionen.
Zeitschrift für Betriebswirtschaft
1988 : MAR, VOL. 58:3, p. 373-380
 1988 Steiner, P.
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