search query: @indexterm OPTION PRICES / total: 70
references: 53-62 / 70
« previous page | next page »
 titleyearauthor
53.
Recovering an asset's implied PDF from option prices: an application to crude oil during the Gulf crises
Journal of Financial and Quantitative Analysis
1997 : MAR, VOL. 32:1, p. 91-115
 1997 Melick, W. R.
Thomas, C. P.
54.
Growth opportunities and investment decisions: A new perspective on the cost of capital
Journal of Business Finance and Accounting
1997 : APR, VOL. 24:3/4, p. 413-424
 1997 Chung, K. H.
Kim, K. H.
55.
Analyse und Bewertung des Ausfallrisikos bei nicht börsengehandelten bedingten Finanzderivaten
Zeitschrift für Betriebswirtschaft
1997 : VOL. 67, SPECIAL NUMBER, p. 65-80
 1997 König, A.
Maurer, R.
Schradin, H. R.
56.
Optional real-time pricing of electricity for industrial firms
Pacific Economic Review
1996 : JUN, VOL. 1:1, p. 79-92
 1996 Woo, C.
Chow, P.
Horowitz, I.
57.
Recovering probability distributions from option prices
Journal of Finance
1996 : DEC, VOL. 51:5, p. 1611-1632
 1996 Jackwerth, J.
Rubinstein, M.
58.
The local volatility surface: unlocking the information in index option prices
Financial Analysts' Journal
1996 : JUL-AUG, VOL. 52:4, p. 25-36
 1996 Derman, E.
Kani, I.
Zou, J.
59.
Heterogeneous beliefs and the effect of replicatable options on asset prices.
Review of Financial Studies
1996 : Fall, VOL. 9:3, p. 723-756
 1996 Kraus, A.
Smith, M.
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.
« previous page | next page »
SCIMA