| Futures hedging and stochastic volatility
|
1999 |
Lien, Da-hsiang Donald |
| The economic significance of the forecast bias of S&P 100 index option implied volatility
|
1999 |
Fleming, Jeff |
| The latest range
|
1997 |
Tucker, Alan L. |
| Testing term structure estimation methods
|
1997 |
Bliss, Robert R. |
| Valuation of options on several risky assets when there are transactions costs
|
1997 |
Boyle, Phelim P. |
| Negative option values implicit in extendable Canadian treasury bonds
|
1997 |
Athanassakos, George |
| Currency-translated foreign equity options : the American case
|
1997 |
Toft, Klaus Bjerre |
| Numeraire invariance and generalized risk neutral valuation
|
1997 |
Kocić, Aleksandar |
| The valuation of American options with the method of lines
|
1997 |
Meyer, Gunter H. |
| The valuation of default risk in corporate bonds and interest rate swaps
|
1997 |
Nielsen, Soren S. |
| Average inter-security correlation coefficients : implications for the timing of hedging decisions
|
1997 |
Brooks, Robert |
| The skewness premium : option pricing under asymmetric processes
|
1997 |
Bates, David S. |
| Using stock price as numeraire in option pricing models with nonconstant volatility
|
1997 |
Li, Anlong |
| An option-based approach to analyzing financial contracts with multiple indenture provisions
|
1997 |
Rich, Don R. |
| Options on forward and futures contracts in the affine term structure model
|
1995 |
Leblanc, Boris |
| Black-scholes approximation of warrant prices
|
1995 |
Bensoussan, Alain |
| Currency option pricing in a family of exchange rate regimes
|
1995 |
Ekvall, Niklas |
| An LP approach to synthetic option replication with transaction costs and multiple security selection
|
1995 |
Dennis, Patrick |
| Computing the black-scholes implied volatility : generalization of a simple formula
|
1995 |
Bharadia, M. A. J. |
| Asian options as linear complementarity problems : analysis and finite-difference solutions
|
1995 |
Dewynne, Jeff N. |
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