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The adaptive mesh model : a new approach to efficient option pricing
Figlewski, Stephen; Gao, Bin - In: Journal of financial economics 53 (1999) 3, pp. 313-351
Persistent link: https://www.econbiz.de/10001394622
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Time-varying risk premia and forecastable returns in futures markets
Bessembinder, Hendrik - In: Journal of financial economics 32 (1992) 2, pp. 169-193
Persistent link: https://www.econbiz.de/10001135590
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Underwriting calls of convertible securities : a note
Cowan, Arnold Richard - In: Journal of financial economics 31 (1992) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10001125822
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Share repurchase through transferable put rights : theory and case study
Kale, Jayant R. - In: Journal of financial economics 25 (1989) 1, pp. 141-160
Persistent link: https://www.econbiz.de/10001086138
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Forward and futures prices in a general equilibrium monetary model
Young, Leslie - In: Journal of financial economics 24 (1989) 2, pp. 319-341
Persistent link: https://www.econbiz.de/10001086268
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Options markets and stock return volatility
Skinner, Douglas J. - In: Journal of financial economics 1 (1989), pp. 61-78
Persistent link: https://www.econbiz.de/10001069380
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The behavior of prices in the Nikkei spot and futures market
Brenner, Menachem - In: Journal of financial economics 23 (1989) 2, pp. 363-383
Persistent link: https://www.econbiz.de/10001076046
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Trader rationality in the exercise of futures options
Gay, Gerald D. - In: Journal of financial economics 23 (1989) 2, pp. 339-361
Persistent link: https://www.econbiz.de/10001076049
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Voluntary conversion of convertible securities and the optimal call strategy
Dunn, Kenneth B. - In: Journal of financial economics 23 (1989) 2, pp. 273-301
Persistent link: https://www.econbiz.de/10001076056
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Semi-parametric upper bounds for option prices and expected payoffs
Lo, Andrew W. - In: Journal of financial economics 2 (1987), pp. 373-387
Persistent link: https://www.econbiz.de/10001036354