search query: @indexterm OPTIONS / total: 342
references: 24-33 / 342
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24.
An empirical portfolio perspective on option pricing anomalies
Review of finance
2007 : DEC, VOL. 11:4, p. 561-603
 2007 Driessen, J.
Maenhout, P.
25.
Liquidity and arbitrage in options markets: A survival analysis approach
Review of finance
2007 : SEP, VOL. 11:3, p. 497-525
 2007 Deville, L.
Riva, F.
26.
Stochastic dominance bounds on American option prices in markets with frictions
Review of finance
2007 : MAR, VOL. 11:1, p. 71-115
 2007 Constantinides, G.M.
Perrakis, S.
27.
On the numerical evaluation of option prices in jump diffusion processes
European Journal of Finance
2007 : APR/JUN, VOL. 13:3-4, p. 353-372
 2007 Carr, P.
Mayo, A.
28.
Firm-specific attributes and the cross-section of momentum
Journal of Financial Economics
2007 : MAY, VOL. 84:2, p. 389-434
 2007 Sagi, J.S.
Seasholes, M.S.
29.
Takeover timing, implementation uncertainty, and embedded divestment options
Review of finance
2006 : VOL. 10:3, p. 417-441
 2006 Alvarez, L.H.R.
Stenbacka, R.
30.
A generalization of the formulas for options on the maximum or the minimum of several assets
European Journal of Finance
2006 : DEC, VOL. 12:8, p. 717-730
 2006 Lindset, S.
31.
Why smiles exist in foreign exchange options markets: Isolating components of the risk neutral process
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 583-603
 2006 Tompkins, R.G.
32.
Strategic planning: valuing and managing portfolios of real options
R & D Management
2006 : SEP, VOL. 36:4, p. 403-419
 2006 Smit, H.T.J.
Trigeorgis, L.
33.
Valuing announcement options
European Management Journal
2006 : APR-JUN, VOL 24:2-3, p. 117-127
 2006 Dempster, A.
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