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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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Investment in technological innovations : an option pricing approach
Grenadier, Steven R. - In: Journal of financial economics 44 (1997) 3, pp. 397-416
Persistent link: https://www.econbiz.de/10001224556
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Bounds on contingent claims based on several assets
Boyle, Phelim P. - In: Journal of financial economics 46 (1997) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10001231518
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Do corporations award CEO stock options effectively?
Yermack, David L. - In: Journal of financial economics 39 (1995) 2, pp. 237-269
Persistent link: https://www.econbiz.de/10001188048
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A reexamination of option values implicit in callable Treasury bonds
Jordan, Bradford D. - In: Journal of financial economics 38 (1995) 2, pp. 141-162
Persistent link: https://www.econbiz.de/10001178358
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Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W. - In: Journal of financial economics 48 (1998) 2, pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
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The exercise and valuation of executive stock options
Carpenter, Jennifer N. - In: Journal of financial economics 48 (1998) 2, pp. 127-158
Persistent link: https://www.econbiz.de/10001238941
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The term structure of interest rates in a pure exchange economy with heterogeneous investors
Wang, Jiang - In: Journal of financial economics 41 (1996) 1, pp. 75-110
Persistent link: https://www.econbiz.de/10001196558
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An alternative valuation model for contingent claims
Bakshi, Gurdip S. - In: Journal of financial economics 44 (1997) 1, pp. 123-165
Persistent link: https://www.econbiz.de/10001219691
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313