search query: @indexterm call options / total: 24
references: 8-17 / 24
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8.
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.
9.
Underwriting calls of convertible securities. A note.
Journal of Financial Economics
1992 : APR, VOL. 31:2, p. 269-278
 1992 Cowan, A. R.
Nayar, N.
Singh, A. K.
10.
El contrato de opcion como seguro.
Informacion Comercial Espanola
1992 : JUN, 706, p. 5-11
 1992 Fernandez Izquierdo, A.
11.
Tax shields, sample-selection bias, and the information content of conversion- forcing bond calls
Journal of Finance
1991 : SEP, VOL. 46:4, p. 1291-1324
 1991 Campbell, C.J.
Ederington, L.H.
Vankudre, P.
12.
Le currency options per il management del rischio di cambio.
Economia e Management
1991 : MAY,20, p. 47-57
 1991 Caputi, M.
13.
Option prices as an indicator of stock return expectations.
Journal of Business Finance and Accounting
1991 : APR, VOL. 18:3, p. 421-430
 1991 McGuire, D. C.
Kudla, R. J.
14.
Opciones. Conceptos basicos y redistribucion del riesgo.
Alta Direccion
1991 : MAR-APR, 156, p. 105-112
 1991 Fernandez, P.
15.
El mercado de opciones.
Direccion y Progreso
1991 : JAN-FEB, 115, p. 38-44
 1991 Peironcely, R.
16.
Champ d'application de la formule de Black et generalisation au cas d'une option sur contrat forward d'echeance anterieure a celle du contrat a terme sous jacent
Analyse Financiere
1990 : 83, p. 34-42
 1990 Augros, J.C.
Quittard-Pinon, F.
17.
Call option valuation for discrete normal mixtures.
Journal of Financial Research
1990 : WINTER, VOL. 13:4, p. 285-296
 1990 Ritchey, R. J.
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