search query: @indexterm OPTION PRICES / total: 70
references: 20-29 / 70
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20.
Unternehmensbewertung und Optionspreistheorie
Betriebswirtschaft
2002 : MAR-APR, VOL. 62:2, p. 184-201
 2002 Ballwieser, W.
21.
An empirical analysis of credit default swaps
International Review of Financial Analysis
2002 : VOL. 11:3, p. 297-309
 2002 Skinner, F.S.
Townend, T.G.
22.
A methodology for assessing model risk and its application to the implied volatility function model
Journal of Financial and Quantitative Analysis
2002 : JUN, VOL. 37:2, p. 297-318
 2002 Hull, J.
Suo, W.
23.
The jump-risk premia implicit in options: evidence from an integrated time-series study
Journal of Financial Economics
2002 : JAN, VOL. 63:1, p. 3-50
 2002 Pan, J.
24.
Mixing and matching: Prospective financial sector mergers and market valuation
Journal of Banking and Finance
2001 : DEC, VOL. 25:12, p. 2367-2392
 2001 Estrella, A.
25.
Binomial option pricing biases and inconsistent implied volatilities
European Financial Management
2001 : DEC, VOL. 7:4, p. 543-562
 2001 Lekvin, B.J.
Tiwari, A.
26.
Option pricing and foreign investment under political risk
Journal of International Economics
2001 : DEC, VOL. 55:2, p. 359-377
 2001 Cherian, J. A.
Perotti, E.
27.
The approximate option pricing model: performances and dynamic properties
Journal of Multinational Financial Management
2001 : OCT-DEC, VOL. 11:4-5, p. 427-443
 2001 Capelle-Blancard, G.
Jurczenko, E.
Maillet, B.
28.
A new PDE approach for pricing arithmetic average Asian options
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 105-113
 2001 Vecer, J.
29.
Exercise boundaries and efficient approximations to American option prices and hedge parameters
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 85-103
 2001 AitSahlia, F.
Lai, T. L.
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