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Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen F. - In: Journal of Financial Economics 42 (1996) 1, pp. 27-62
Persistent link: https://www.econbiz.de/10005376951
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The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni; Whaley, Robert E. - In: Journal of Financial Economics 17 (1986) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10005376680
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Valuation of American call options on dividend-paying stocks : Empirical tests
Whaley, Robert E. - In: Journal of Financial Economics 10 (1982) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10005376766
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Modeling the bid/ask spread: measuring the inventory-holding premium
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: Journal of Financial Economics 72 (2004) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10005376977
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Transaction costs and the small firm effect
Stoll, Hans R.; Whaley, Robert E. - In: Journal of Financial Economics 12 (1983) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10005477803
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On the valuation of American call options on stocks with known dividends
Whaley, Robert E. - In: Journal of Financial Economics 9 (1981) 2, pp. 207-211
Persistent link: https://www.econbiz.de/10005122064