search query: @indexterm OPTION PRICES / total: 70
references: 60-69 / 70
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60.
A class of options with stochastic lives and an extention of the Black-Scholes formula
European Journal of Operational Research
1996 : JUN 7, VOL. 91:2, p. 229-234
 1996 Jennergren, L.
Naslund, B.
61.
Modelling implied volatility with OLS and panel data models
Journal of Banking and Finance
1996 : JAN, VOL. 20:1, p. 71-84
 1996 Ncube, M.
62.
Options as a predictor of common stock price changes
European Journal of Finance
1995 : DEC, VOL. 1:4, p. 325-349
 1995 Baestaens, D.
63.
A note on currency option pricing
International Review of Financial Analysis
1995 : VOL. 4:1, p. 81-84
 1995 Nawalkha, S.
Chambers, D.
64.
International capital budgeting using option pricing theory
Managerial Finance
1994 : VOL. 20:8, p. 3-21
 1994 Sercu, P.
Uppal, R.
65.
Bounds for option prices and expected payoffs
Review of Quantitative Finance and Accounting
1994 : VOL. 4:2, p. 179-197
 1994 Zhang, P.
66.
Option pricing with random volatilities in complete markets
Review of Quantitative Finance and Accounting
1994 : MAR, VOL. 4:1, p. 5-17
 1994 Eisenberg, L
Jarrow, R.
67.
Price stabilization in the market for new issues.
Journal of Financial Economics
1993 : OCT, VOL. 34:2, p. 177-197
 1993 Hanley, K. W
Kumar, A. A.
Seguin, P. J.
68.
The valuation of path dependent contracts on the average
Management Science
1993 : OCT, VOL. 39:10, p. 1202-1213
 1993 Ritchken, P.
Sankarasubramanian, L.
Vijh, A.
69.
Applying Margrabe's exchange option model to pricing proxy contests.
Journal of Business Finance and Accounting
1992 : NOV, VOL. 19:6, p. 889-901
 1992 Hancock, G. D.
Mukherjee, T. K.
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