| Option pricing: past, present, future ; introduction
|
1999 |
Hughston, Lane P. |
| Theory of rational option pricing
|
1999 |
Merton, Robert C. |
| On the pricing of corporate debt : the risk structure of interest rates
|
1999 |
Merton, Robert C. |
| The valuation of options for alternative stochastic processes
|
1999 |
Cox, John Carrington |
| The pricing of commodity contracts
|
1999 |
Black, Fischer |
| The value of an option to exchange one asset for another
|
1999 |
Margrabe, William |
| A pricing method for options based on average asset values
|
1999 |
Kemna, A. G. Z. |
| Options: a Monte Carlo approach
|
1999 |
Boyle, Phelim P. |
| Foreign currency option values
|
1999 |
Garman, Mark B. |
| Rational theory of warrant pricing
|
1999 |
Samuelson, Paul Anthony |
| The relationship between put and call option prices
|
1999 |
Stoll, Hans R. |
| Option pricing when underlying stock returns are discontinuous
|
1999 |
Merton, Robert C. |
| The valuation of compound options
|
1999 |
Geske, Robert Leonard |
| The pricing of options and corporate liabilities
|
1999 |
Black, Fischer |
| The valuation of warrants : implementing a new approach
|
1999 |
Schwartz, Eduardo S. |
| Prices of state-contingent claims implicit in option prices
|
1999 |
Breeden, Douglas T. |
| The pricing of options on assets with stochastic volatilities
|
1999 |
Hull, John |
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