search query: @indexterm OPTION PRICES / total: 70
references: 36-45 / 70
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36.
Transform analysis and asset pricing for affine jump- diffusions
Econometrica
2000 : NOV, VOL. 68:6, p. 1343-1376
 2000 Duffie, D.
Pan, J.
Singleton, K.
37.
The determinants of implied volatility: a test using LIFFE option prices
Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 859-886
 2000 Copeland, L.
Poon, S.
Stapleton, R.
38.
Justifying electronic banking network expansion using real options analysis
Mis Quarterly
2000 : JUN, VOL. 24:2, p. 197-226
 2000 Benaroch, M.
Kauffman, R.
39.
Option prices, implied price process, and stochastic volatility
Journal of Finance
2000 : APR, VOL. 55:2, p. 839-866
 2000 Britten-Jones, M.
Nueberger, A.
40.
Pricing and hedging long-term options
Journal of Econometrics
2000 : JAN-FEB, VOL. 94:1-2, p. 277-318
 2000 Bakshi, G.
Cao, C.
Chen, Z.
41.
When are options overpriced? The Black-Scholes model and alternative characterisations of the pricing kernal
European Finance Review
1999 : VOL. 3:1, p. 79-102
 1999 Franke, G.
Stapleton, R. C.
Subrahmanyam, M. G.
42.
Three centuries of asset pricing
Journal of Banking and Finance
1999 : DEC, VOL. 23:12, p. 1745-1769
 1999 Dimson, E.
Mussavian, M.
43.
Kapitalmarkttheoretische Ansätze zur Berücksichtigung von Handlungsspielräumen in der Unternehmensbewertung
Zeitschrift für Betriebswirtschaft
1999 : VOL. 69:10, p. 1207-1232
 1999 Fischer, T. R.
Hahnenstein, L.
Heitzer, B.
44.
Options in the real world: Lessons learned in evaluating oil and gas investments
Operations Research
1999 : JAN/FEB, VOL 47:1, p. 1 - 15
 1999 Smith, J.E.
McCardle, K.F.
45.
Empirische Beiträge zur Optionsbewertung am Beispiel von Black und Scholes u.a.
Zeitschrift für Betriebswirtschaft
1998 : ERGÄNZUNGSHEFT 2/98, p. 29-53
 1998 Schröder, G.
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