search query: @author Torous, W. N. / total: 9
references: 4-9 / 9
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4.
Investigating security-price performance in the presence of event-date uncertainty.
Journal of Financial Economics
1988 : OCT, VOL. 22:1, p. 123-153
 1988 Ball, C. A.
Torous, W. N.
5.
Futures options and the volatility of futures prices.
Journal of Finance
1986 : SEP, VOL. 41:4, p. 857-870
 1986 Ball, C. A.
Torous, W. N.
6.
On jumps in common stock prices and their impact on call option pricing.
Journal of Finance
1985 : MAR, VOL. 40:1, p. 155-173
 1985 Ball, C. A.
Torous, W. N.
7.
The maximum likehood estimation of security price volatility : theory, evidence, and application to option pricing.
Journal of Business
1984 : JAN, VOL. 57:1, part 1, p. 97-112
 1984 Ball, C. A.
Torous, W. N.
8.
Bond price dynamics and options.
Journal of Financial and Quantitative Analysis
1983 : DEC, VOL. 18:4, p. 517-531
 1983 Ball, C. A.
Torous, W. N.
9.
A simplified jump process for common stock returns.
Journal of Financial and Quantitative Analysis
1983 : MAR, VOL. 18:1, p. 53-65
 1983 Ball, C. A.
Torous, W. N.
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