search query: @indexterm OPTION PRICES / total: 70
references: 6-15 / 70
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6.
Pricing and hedging American options using approximations by Kim integral equations
European Finance Review
2003 : VOL. 7:3, p. 361-383
 2003 Kallast, S.
Kivinukk, A.
7.
Option pricing bounds: synthesis and extension
Journal of Financial Research
2003 : SUMMER, VOL. 26:2, p. 149-164
 2003 Rodriguez, R.J.
8.
Application of the fast Gauss transform to option pricing
Management Science
2003 : AUG, VOL. 49:8, p. 1071-1088
 2003 Broadie, M.
Yamamoto, Y.
9.
Warrant pricing: a review of empirical research
European Journal of Finance
2003 : DEC, VOL. 8:4, p. 61-91
 2003 Veld, C.
10.
A generalization of the Brennan-Rubinstein approach for the pricing of derivatives
Journal of Finance
2003 : APR, VOl. 58:2. p. 805-819
 2003 Cãmara, A.
11.
The finite moment log stable process and option pricing
Journal of Finance
2003 : APR, VOl. 58:2. p. 753-777
 2003 Carr, P.
Wu, L.
12.
The cost of employee stock option grants: an empirical analysis
Journal of Accounting Research
2002 : SEP, VOL. 40:4, p. 1191-1217
 2002 Marquardt, C.A.
13.
A jump-diffusion model for option pricing
Management Science
2002 : AUG, VOL. 48:8, p. 1086-1101
 2002 Kou, S.G.
14.
Der Optionscharakter von Bezugsrechten
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
2002 : AUG, VOL. 54:5, p. 460-477
 2002 Roder, K.
Dorfleitner, G.
15.
Option pricing in a multi-asset, complete market economy
Journal of Financial and Quantitative Analysis
2002 : DEC, VOL. 37:4, p. 649-666
 2002 Chen, R-R.
Chung, S-L.
Yang, T.T.
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