haku: @journal_id 62 / yhteensä: 680
viitteet: 227-236 / 680
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 otsikkovuositekijä
227.
Efficient discrete time jump process models in option pricing.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 161-174
 1988 Omberg, E.
228.
Producing derivative assets with forward contracts.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 153-160
 1988 Bick, A.
229.
International listing and stock returns : some empirical evidence.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 135-151
 1988 Alexander, G. J.
Eun, C. S.
Janakiramanan, S.
230.
Withdrawn security offerings.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 119-133
 1988 Mikkelson, W. H.
Partch, M. M.
231.
A lattice framework for option pricing with two state variables.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 1-12
 1988 Boyle, P. P.
232.
An empirical examination of the pricing of American put options.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 13-22
 1988 Blomeyer, E. C.
Johnson, H.
233.
A put option paradox.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 23-26
 1988 Grinblatt, M.
Johnson, H.
234.
Default risk, yield spreads, and time to maturity.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 111-117
 1988 Rodriquez, R. J.
235.
Long-term behaviour of yield curves.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 105-110
 1988 Siegel, A. F.
Nelson, C. R.
236.
Bankruptcy and agency costs : their significance to the theory of optimal capital structure.
Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 27-38
 1988 Haugen, R. A.
Senbet, L. W.
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