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Real options and American derivatives : the double continuation region
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
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A comparison of milestone-based and buyout options contracts for coordinating R&D partnerships
Bhattacharya, Shantanu; Gaba, Vibha; Hasija, Sameer - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 963-978
Persistent link: https://www.econbiz.de/10011284889
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Option pricing under a mixed-exponential jump diffusion model
Cai, Ning; Kou, Steven - In: Management science : journal of the Institute for … 57 (2011) 11, pp. 2067-2081
Persistent link: https://www.econbiz.de/10009406274
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Forward-looking market risk premium
Duan, Jin-Chuan; Zhang, Weiqi - In: Management science : journal of the Institute for … 60 (2014) 2, pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
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Volatility risks and growth options
Ai, Hengjie; Kiku, Dana - In: Management science : journal of the Institute for … 62 (2016) 3, pp. 741-763
Persistent link: https://www.econbiz.de/10011453540
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Differences in trading and pricing between stock and index options
Lemmon, Michael L.; Ni, Sophie Xiaoyan - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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Valuing Asian and portfolio options by conditioning on the geometric mean price
Curran, Michael - In: Management science : journal of the Institute for … 40 (1994) 12, pp. 1705-1711
Persistent link: https://www.econbiz.de/10001176662
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The informational content of high-frequency option prices
Amaya, Diego; Bégin, Jean-François; Gauthier, Geneviève - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
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The optimality of call provision terms
Powers, Eric - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
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Zeros
Bandi, Federico M.; Kolokolov, Aleksey; Pirino, Davide; … - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3466-3479
Persistent link: https://www.econbiz.de/10012289150