search query: @indexterm OPTION PRICES / total: 70
references: 16-25 / 70
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16.
Implied Standard Deviations and Post-earnings Announcement Volatility
Journal of Business Finance and Accounting
2002 : VOL. 29:3-4, p. 429-456
 2002 Acker, D.
17.
Pure jump Levy processes for asset price modelling
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1297-1316
 2002 Geman, H.
18.
Bayesian option pricing using asymmetric GARCH models
Journal of Empirical Finance
2002 : AUG, VOL. 9:3, p. 321-342
 2002 Bauwens, L.
Lubrano, M.
19.
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
Management Science
2002 : MAY, VOL. 48:5, p. 665-678
 2002 Gotoh, J.-y.
Konno, H.
20.
Unternehmensbewertung und Optionspreistheorie
Betriebswirtschaft
2002 : MAR-APR, VOL. 62:2, p. 184-201
 2002 Ballwieser, W.
21.
An empirical analysis of credit default swaps
International Review of Financial Analysis
2002 : VOL. 11:3, p. 297-309
 2002 Skinner, F.S.
Townend, T.G.
22.
A methodology for assessing model risk and its application to the implied volatility function model
Journal of Financial and Quantitative Analysis
2002 : JUN, VOL. 37:2, p. 297-318
 2002 Hull, J.
Suo, W.
23.
The jump-risk premia implicit in options: evidence from an integrated time-series study
Journal of Financial Economics
2002 : JAN, VOL. 63:1, p. 3-50
 2002 Pan, J.
24.
Mixing and matching: Prospective financial sector mergers and market valuation
Journal of Banking and Finance
2001 : DEC, VOL. 25:12, p. 2367-2392
 2001 Estrella, A.
25.
Binomial option pricing biases and inconsistent implied volatilities
European Financial Management
2001 : DEC, VOL. 7:4, p. 543-562
 2001 Lekvin, B.J.
Tiwari, A.
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