search query: @indexterm OPTION PRICES / total: 70
references: 23-32 / 70
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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.
30.
Performance of Dupire's implied diffusion approach under sparse and incomplete data
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 33-84
 2001 McIntyre, M. L.
31.
Various types of double-barrier options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 125-138
 2001 Luo, L. S. J.
32.
Simple, fast, and flexible pricing of Asian options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 89-124
 2001 Klassen, T. R.
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