search query: @indexterm call options / total: 24
references: 1-10 / 24
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1.
An empirical analysis of the pricing of bank issued options versus options exchange options
European Financial Management
2008 : MAR, VOL. 14:2, p. 288-314
 2008 Horst, J. ter
Veld, C.
2.
The information content of calls of debt: evidence from long-run stock returns
Journal of Financial Research
2003 : WINTER, VOL. 26:4, p. 421-447
 2003 Affleck-Graves, J.
Miller, R.E.
3.
Option pricing bounds: synthesis and extension
Journal of Financial Research
2003 : SUMMER, VOL. 26:2, p. 149-164
 2003 Rodriguez, R.J.
4.
The anatomy of a call market
Journal of Financial Intermediation
2001 : JUL-OCT, VOL. 10:3-4, p. 249-270
 2001 Kehr, C.-H.
Krahnen, J. P.
5.
Probability of call and likelihood of the call feature in a corporate bond
Journal of Banking and Finance
2001 : MAR, VOL. 25:3, p. 505-533
 2001 Sarkar, S.
6.
Improving portfolio performance with option strategies: evidence from Switzerland
European Financial Management
2001 : MAR, VOL. 7:1, p. 73-91
 2001 Isakov, D.
Morard, B.
7.
American capped call options on dividend-paying assets
Review of Financial Studies
1995 : SPRING, VOL. 8:1, p. 161-191
 1995 Broadie, M.
Detemple, J.
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.
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