haku: @indexterm OPTION VALUATION / yhteensä: 37
viitteet: 21-30 / 37
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 otsikkovuositekijä
21.
Recovering the probability density function of asset prices using garch as diffusion approximations
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 83-110
 2001 Fornari, F.
Mele, A.
22.
Optin pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 1-34
 2001 Hafner, C. M.
Herwartz, H.
23.
Repricing and employee stock option valuation
Journal of Banking and Finance
2001 : JUN, VOL. 25:6, p. 1059-1082
 2001 Corrado, C. J. (et al.)
24.
Cephalon, Inc. Taking risk management theory seriously?
Journal of Financial Economics
2001 : MAY-JUN, VOL. 60:2-3, p. 449-485
 2001 Chacko, G.
Tufano, P.
Verter, G.
25.
Intangibles, Human Capital, and Options Value Measurement
Journal of Cost Management
2000 : NOV-DEC, VOL. 14:6, p. 26-31
 2000 Bloxham, E.
26.
A closed-form GARCH option valuation model
Review of Financial Studies
2000 : FALL, VOL. 13:3, p. 585-626
 2000 Hston, S.
Nandi, S.
27.
Indexed executive stock options
Journal of Financial Economics
2000 : JUL, VOL. 57:1, p. 35-64
 2000 Johnson, S.A.
Tian, Y.S.
28.
Valuation of R and D projects using options pricing and decision analysis models
Interfaces
1999 : Nov-DEC, VOL. 29:6, p. 57-74
 1999 Perdue, R. K.
McAllistar, W. J.
King, P. V.
Berkey, B. G.
29.
When are options overpriced? The Black-Scholes model and alternative characterisations of the pricing kernal
European Finance Review
1999 : VOL. 3:1, p. 79-102
 1999 Franke, G.
Stapleton, R. C.
Subrahmanyam, M. G.
30.
Options in the real world: Lessons learned in evaluating oil and gas investments
Operations Research
1999 : JAN/FEB, VOL 47:1, p. 1 - 15
 1999 Smith, J.E.
McCardle, K.F.
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